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jaeandersson avatar jaeandersson commented on June 19, 2024

The linear solvers might not handle non-square systems well. For overdetermined systems, you should be able to solve the normal equations. For underdetermined systems, maybe use QR:

import casadi as ca
A = ca.DM([[1.0,3.0,5.0],[2.0,4.0,1.0]]) #A is 2x3
b = ca.DM([[1.0],[5.0]])                 #b is 2x1
# Underdetermined system of equation, QR factorization of A transpose
Q, R = ca.qr(A.T)
# A*x = b <=> R.T*Q.T*x = b
x = ca.mtimes(Q, ca.solve(R.T, b))
x  # least-squares solution

Alternatively, consider reformulating your problem so that you don't get an underdetermined system of equations.

from casadi.

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