The DoubleIterativelyReweightedLeastSq type exposes the following members.

Constructors

  NameDescription
DoubleIterativelyReweightedLeastSqOverloaded.

Methods

  NameDescription
Clone
Creates a deep copy of this instance.
Equals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
GetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
GetType
Gets the Type of the current instance.
(Inherited from Object.)
SolutionUnchanged
Default convergence function for IRLS. Can be made into a ToleranceMet delegate.
SolveOverloaded.
ToString
Returns a String that represents the current Object.
(Inherited from Object.)

Fields

  NameDescription
DEFAULT_MAX_ITER
The default maximum number of iterations to be performed before the algorithm terminated shared by all instances of DoubleIterativelyReweightedLeastSq. Instance where maximum iterations is not explicitly set by the user will use this value.
DEFAULT_TOLERANCE
The default tolerance used to determine convergence of the algorithm shared by all instances of DoubleIterativelyReweightedLeastSq. Instance where the tolerance is not explicitly set by the user will use this value.

Properties

  NameDescription
AddIntercept
Gets the add intercept option. If AddIntercept is true then a column of ones was prepended to the input matrix, representing a constant term in the model.
ConvergenceFunction
Gets and sets the delegate function used to determine convergence. The delegate should return true when the tolerance is met.
DefaultMaxIterations
Gets and sets the default maximum number of iterations.
DefaultTolerance
Gets and sets the default error tolerance.
Iterations
Gets the number of iterations performed in the most recent computation.
MaxIterations
Gest and set the maximum number of iterations. The algorithm will be terminated when it converges or the maximum number of iterations has been reached, which ever comes first.
MaxIterationsMet
Returns true if the minimum just computed stopped because the maximum number of iterations was reached; otherwise, false.
Residuals
Gets the residual vector from the most recent computation.
Tolerance
Gets and sets the tolerance. The tolerance is given to the ToleranceMet function. If using the default ToleranceMet function, the tolerance should be a relative one since the difference between successive solutions will be a relative one, that is the difference will be divided by the larger of the two solutions producing a value between 0 and 1.
ToleranceMet
Returns true if the minimum just computed stopped because the error tolerance was reached; otherwise, false.
Weights
Gets the weights used in the final iteration of the most recent computation.
WeightsFunction
Gets and sets the weight function.

See Also