ls.py 文件源码

def ls_fast_givens(A, b):

    m = A.shape[0]
    n = A.shape[1]
    if rank(A) < n:
        raise Exception('Rank deficient')

    S = qr.qr_fast_givens(A)
    M^T = np.dot(S, la.inv(A))
    b = M^T.dot(b)
    x_ls = la.solve(S[:n, :n], b[:n])

    return x_ls