namespace Eigen { /** \eigenManualPage LinearLeastSquares Solving linear least squares problems lede \eigenAutoToc \section LinearLeastSquaresCopied Copied The best way to do least squares solving is with a SVD decomposition. Eigen provides one as the JacobiSVD class, and its solve() is doing least-squares solving. Here is an example:
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\include TutorialLinAlgSVDSolve.cpp | \verbinclude TutorialLinAlgSVDSolve.out |