Struct FullMatrixSolver 

pub struct FullMatrixSolver { /* private fields */ }

Full Matrix Solver (Collects all data, then solves via QR Decomposition)

Solves $\min ||Ax - b||$.

• Pros: Numerically stable. Correctly handles ill-conditioned matrices.
• Cons: High memory usage ($O(N \times k)$ where $N$ is number of paths).

Implementations

impl FullMatrixSolver

pub fn new(n_basis: usize) -> Self

Trait Implementations

impl Clone for FullMatrixSolver

fn clone(&self) -> FullMatrixSolver

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for FullMatrixSolver

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl RegressionSolver for FullMatrixSolver

fn create(n_basis: usize) -> Self

Creates a new solver instance initialized for n_basis features.

fn add_observation(&mut self, features: &[f64], target: f64)

Adds a single observation (row of A, element of b) to the solver.

fn solve(self, _lambda: f64) -> Vec<f64>

Solves the regression problem and returns the coefficients. Consumes the solver state.

fn merge(&mut self, other: Self)

Merges another solver state into this one (for parallel reduction).