Linear Regression

An implementation of vanilla linear regression: it solves the normal equation to determine the optimal coefficients.

You can run the example using

cargo run --features=<BLAS backend>

where <BLAS backend> has to be either openblas, netlib or intel-mkl.

If you want to use OpenBLAS:

cargo run --features=openblas

See the following section for more details.

BLAS/LAPACK Backend

This example uses ndarray-linalg: it thus requires a BLAS/LAPACK backend to be compiled and executed.

Three BLAS/LAPACK implementations are supported:

• OpenBLAS
  • requires gfortran (or another Fortran compiler)
• Netlib
  • requires cmake and gfortran
• Intel MKL (non-free license, see the linked page)