Function Karana::Math::linSolveSVDRegularized

Function Karana::Math::linSolveSVDRegularized#

Function Documentation#

Vec Karana::Math::linSolveSVDRegularized(const Mat &A, const Vec &b, double damping = 1e-12)#

Solve the linear system A x = b for x using Tikhonov regularization with an SVD.

Parameters:

  • A – Coefficient matrix

  • b – Right-hand-side matrix/vector

  • damping – Damping parameter used to stabilize solve; higher means more damping. Set to zero to disable damping (less stable).

Returns:

x matrix/vector that best solves A x = b

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