/// <summary>
/// Solve the system A x = b.
/// </summary>
/// <param name="rhs">The right-hand-side b.</param>
/// <returns>The column vector x for which A x is closest to b.</returns>
public ColumnVector Solve(IReadOnlyList <double> rhs)
{
if (rhs == null)
{
throw new ArgumentNullException(nameof(rhs));
}
if (rhs.Count != rows)
{
throw new DimensionMismatchException();
}
// BLAS requires an array, but doesn't modify it, so if given one, use it directly
double[] x = rhs as double[];
if (x == null)
{
x = new double[rows];
rhs.CopyTo(x, 0);
}
// Q^T x is a row-length vector, but we only need the first cols entries
// so truncate Q^T to cols X rows, so that Q^T x is only of length cols
double[] y = new double[cols];
Blas2.dGemv(qtStore, 0, 1, rows, x, 0, 1, y, 0, 1, cols, rows);
MatrixAlgorithms.SolveUpperRightTriangular(rStore, rows, cols, y, 0);
return(new ColumnVector(y, cols));
}
/// <summary>
/// Solve the system A x = b.
/// </summary>
/// <param name="rhs">The right-hand-side b.</param>
/// <returns>The column vector x for which A x is closest to b.</returns>
public ColumnVector Solve(IList <double> rhs)
{
if (rhs == null)
{
throw new ArgumentNullException(nameof(rhs));
}
if (rhs.Count != rows)
{
throw new DimensionMismatchException();
}
// copy rhs into an array, if necessary
double[] x;
if (rhs is double[])
{
x = (double[])rhs;
}
else
{
x = new double[rows];
rhs.CopyTo(x, 0);
}
// Q^T x is a row-length vector, but we only need the first cols entries
// so truncate Q^T to cols X rows, so that Q^T x is only of length cols
double[] y = new double[cols];
Blas2.dGemv(qtStore, 0, 1, rows, x, 0, 1, y, 0, 1, cols, rows);
MatrixAlgorithms.SolveUpperRightTriangular(rStore, rows, cols, y, 0);
return(new ColumnVector(y, cols));
}
