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c++matrixlinear-algebraeigen
user2342513
user2342513

Reputation: 31

Solving linear equation in C++ / Eigen

I am trying to program an algorithm in C + +, I use the Eigen library.

The problem is that I need to solve the following equation in C + +:

Find the coefficients: s1,..., sn ∈ R such that a(-1)ψi = s1ψ1 +...+snψn

ψi: matrices are known.

Upvotes: 2

Views: 4378

Answers (1)

ggael
ggael

Reputation: 29205

Using the notations of your comment, form a vector of unknowns y:=[a,b,c], form the right-hand-side vector f containing the coefficients of the matrix X as a vector, and similarly form a matrix A in which the j-th column corresponds to the entries of the matrix Mj.

At this point you now have to solve an overdetermined problem of the form A*y = f. Assuming you are looking for a least square solution, you can then read this doc page for all the details on how to use Eigen for this task.

Upvotes: 2

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