Module utils 

Utility functions for linear models

This module provides standalone utility functions that implement core algorithms used by various linear models.

Structs

NumericalDiagnostics

Numerical diagnostics for a linear regression problem

SolverInfo

Information about the numerical solver used

Functions

accurate_condition_number

Improved condition number calculation using SVD

adaptive_least_squares

Numerically stable least squares solver with automatic method selection

condition_number

Check condition number of a matrix using SVD

diagnose_numerical_stability

Numerical stability diagnostics for linear regression problems

enhanced_ridge_regression

Enhanced ridge regression with iterative refinement for ill-conditioned problems

orthogonal_mp

Orthogonal Matching Pursuit (OMP) algorithm

orthogonal_mp_gram

Orthogonal Matching Pursuit using precomputed Gram matrix

qr_ridge_regression

Numerically stable solution using regularized QR decomposition

rank_revealing_qr

Rank-revealing QR decomposition with pivoting

ridge_regression

Ridge regression solver

solve_with_iterative_refinement

Solve linear system with iterative refinement for improved accuracy

stable_normal_equations

Numerically stable solution to normal equations using QR decomposition

stable_ridge_regression

Numerically stable solution to regularized normal equations

svd_ridge_regression

SVD-based ridge regression solver for maximum numerical stability

Type Aliases

RankRevealingQrResult

Type alias for rank-revealing QR decomposition result