eigen/doc/LinearLeastSquares.dox

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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:
<table class="example">
<tr><th>Example:</th><th>Output:</th></tr>
<tr>
<td>\include TutorialLinAlgSVDSolve.cpp </td>
<td>\verbinclude TutorialLinAlgSVDSolve.out </td>
</tr>
</table>
For more information, including faster but less reliable methods, read our page concentrating on \ref LinearLeastSquares "linear least squares problems".
*/
}