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SVD

于 2020-07-04 发布文件大小:1KB

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最小二乘估值的SVD分解计算方法，本程序可将最小二乘估值问题转化为超定方程组的问题处理，且可用奇异值分解的方法计算最小二乘问题。(Least Squares Estimates of the SVD decomposition method, the valuation process can be transformed into squares overdetermined equations deal with the problem, and can be calculated singular value decomposition least squares problem.)

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