Our Regression Engine includes the following solvers:
- Linear sparse SPD solver: solve Ax = b, where A is sparse and SPD. Equivalently,
minx{(1/2)xTAx - bTx}
- Linear LLS solver:
min ||Ax - b||2, where A is m-by-n, m>n, A is large and
sparse
- Linear L1 solver: min ||Ax - b||1, where A
is m-by-n, m>n, A is large and sparse
- Linear
L-inf solver: min ||Ax - b||inf , where A is m-by-n, m>n, A
is large and sparse
- Box constraint versions for each of the four solvers above:
l ≤ x ≤ u