pyacs.lib.glinalg.lscov

Solve least-squares with data covariance matrix.

pyacs.lib.glinalg.lscov.lscov(G, d, cov, method='chol')

Solve least-squares with data covariance matrix.

Parameters:

• G (numpy.ndarray) – m x n design matrix.

• d (numpy.ndarray) – m observation vector.

• cov (numpy.ndarray) – m x m covariance matrix for d.

• method (str, optional) – ‘chol’ for Cholesky. Default is ‘chol’.

Returns:

Solution vector.

Return type:

numpy.ndarray