Function rgsl::linear_algebra::SV_solve

pub fn SV_solve(u: &MatrixF64, v: &MatrixF64, s: &VectorF64, b: &VectorF64, x: &VectorF64) -> Value

This function solves the system A x = b using the singular value decomposition (U, S, V) of A which must have been computed previously with gsl_linalg_SV_decomp.

Only non-zero singular values are used in computing the solution. The parts of the solution corresponding to singular values of zero are ignored. Other singular values can be edited out by setting them to zero before calling this function.

In the over-determined case where A has more rows than columns the system is solved in the least squares sense, returning the solution x which minimizes ||A x - b||_2.