Backward() static private method

Backwards.
static private Backward ( Matrix A, Vector b ) : Vector
A Matrix Input Matrix.
b Vector The Vector to process.
return Vector
Matrix Class Documentation
Beispiel #1
0
        /// <summary>
        /// Solves Ax = b for x If A is not square or the system is overdetermined, this operation solves
        /// the linear least squares A.T * A x = A.T * b.
        /// </summary>
        /// <exception cref="InvalidOperationException">Thrown when the requested operation is invalid.</exception>
        /// <param name="A">Matrix A.</param>
        /// <param name="b">Vector b.</param>
        /// <returns>x.</returns>
        public static Vector operator /(Matrix A, Vector b)
        {
            if (A.Rows != b.Length)
            {
                throw new InvalidOperationException("Matrix row count does not match vector length!");
            }

            // LLS
            if (A.Rows != A.Cols)
            {
                Matrix C = A.T * A;
                Matrix L = C.Cholesky();
                Vector d = (A.T * b).ToVector();
                Vector z = Matrix.Forward(L, d);
                Vector x = Matrix.Backward(L.T, z);
                return(x);
            }
            // regular solve
            else
            {
                // need to be smarter here....
                return(((A ^ -1) * b).ToVector());
            }
        }