Function Solve

library/cpp/linear_regression/linear_regression.cpp:296–305

    }

    TVector<double> Solve(const TVector<double>& olsMatrix, const TVector<double>& olsVector) {
        const size_t featuresCount = olsVector.size();

        TVector<double> decompositionTrace(featuresCount);
        TVector<TVector<double>> decompositionMatrix(featuresCount, TVector<double>(featuresCount));

        LDLDecomposition(olsMatrix, decompositionTrace, decompositionMatrix);

        return SolveUpper(decompositionMatrix, SolveLower(decompositionMatrix, decompositionTrace, olsVector));
    }

    double SumSquaredErrors(const TVector<double>& olsMatrix,
                            const TVector<double>& olsVector,