pub fn stable_normal_equations(
a: &Array2<Float>,
b: &Array1<Float>,
rcond: Option<Float>,
) -> Result<Array1<Float>>Expand description
Numerically stable solution to normal equations using QR decomposition
Solves the least squares problem min ||Ax - b||^2 using QR decomposition instead of forming A^T A explicitly, which improves numerical stability.
§Arguments
a- Design matrix of shape (n_samples, n_features)b- Target values of shape (n_samples,)rcond- Cutoff for small singular values. If None, use machine precision.
§Returns
- Solution vector x of shape (n_features,)