/// <summary>
/// Computes the minimum-norm solution to a real linear least squares problem: minimize 2-norm(|| A*X - B||)
/// using a complete orthogonal factorization of A.
/// The matrix A can be rank-deficient.
/// </summary>
/// <param name="A">The A matrix.</param>
/// <param name="B">The matrix containing the right-hand side of the linear system.</param>
/// <returns>A matrix containing the solution.</returns>
public Matrix COFSolve(Matrix A, Matrix B)
{
//Fortran 95 Interface Notes
//From http://www.intel.com/software/products/mkl/docs/WebHelp/lse/functn_gelsy.html
//rcond Default value for this element is rcond = 100*EPSILON(1.0_WP).
DLAMCH dch = new DLAMCH();
double RCOND = 100 * dch.Run("Epsilon");
return(this.COFSolve(A, B, RCOND));
}
