Skip to main content

cpu_oracle_normal_equations_solve

Function cpu_oracle_normal_equations_solve 

Source
pub fn cpu_oracle_normal_equations_solve(
    x: ArrayView2<'_, f64>,
    w: ArrayView1<'_, f64>,
    rhs: ArrayView1<'_, f64>,
    ridge: f64,
) -> Array1<f64>
Expand description

CPU oracle for the same penalized normal-equations solve, used for parity: (XᵀWX + ridge·I)β = rhs solved by a host Cholesky. This is the definition of truth the device solve must match (up to IEEE-754 reduction order).