Function Karana::Math::linSolveSVDRobust

Function Karana::Math::linSolveSVDRobust#

Function Documentation#

Mat Karana::Math::linSolveSVDRobust(const Mat &A, const Mat &b, RankInfo expected_rank_info)#

Solve the linear system A x = b for x using a truncated SVD. Acts as a variant of linSolveSVD that automatically selects threshold based on expected rank.

Parameters:

  • A – Coefficient matrix

  • b – Right-hand-side matrix/vector

  • expected_rank_info – Structure containing expected rank information for the matrix A. Used to select stabilization factors.

Returns:

x matrix/vector that best solves A x = b

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