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Pytorch Torch Linalg Lstsq

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PyTorch torch.linalg.lstsq Function

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torch.linalg.lstsq is a function in the PyTorch linear algebra module used to solve linear least squares problems. It computes argmin_x ||AX - B||_F.

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Function Definition

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torch.linalg.lstsq(A, B, rcond=None, driver=None)

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Parameters:

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  • A (Tensor): Coefficient matrix.
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  • B (Tensor): Right-hand side matrix or vector.
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  • rcond (float, optional): Condition number used to truncate small singular values.
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  • driver (str, optional): Solver selection, options are 'gels', 'gelsd', 'gelsy'.
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Return Value:

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  • torch.Tensor: Returns the least-squares solution.
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Usage Example

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Example

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import torch\\n\\n# Create Coefficient Matrix and Right-Hand Side Vector\\n\\n A = torch.tensor([[1.0,1.0],[1.0,2.0],[1.0,3.0]], dtype=torch.float64)\\n\\n B = torch.tensor([1.0,2.0,3.0], dtype=torch.float64)\\n\\n# Solve Least Squares\\n\\n X = torch.linalg.lstsq(A, B).solution\\n\\nprint("Coefficient Matrix A:")\\n\\nprint(A)\\n\\nprint("nRight-Hand Side Vector B:")\\n\\nprint(B)\\n\\nprint("nLeast Squares Solution X:")\\n\\nprint(X)\\n
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The output result is:

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Coefficient matrix A: tensor([[1., 1.], [1., 2.], [1., 3.]], dtype=torch.float64)Right-hand side vector B: tensor([1., 2., 3.], dtype=float64)Least squares solution X: tensor([0.0000, 1.0000], dtype=float64)

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