The SVDRegressionCalculation type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
| SVDRegressionCalculation | Overloaded. |
Methods
| Name | Description | |
|---|---|---|
| CalculateParameters |
Calculates the parameters for the regression using a singular value decomposition
of the regression matrix to solve the least squares problem.
| |
| Clone |
Creates a deep copy of this regression calculator instance.
| |
| Equals | (Inherited from Object.) | |
| Factor | Overloaded. | |
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
| OnSerializing |
Checks for soln_ to be null, instantiates if so
| |
| Solve |
Computes the solution to the least squares problem Ax = b.
| |
| ToString | (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
| Cols |
Gets the number of columns in the matrix.
| |
| Fail |
Gets the status of the singular value decomposition.
| |
| IsGood |
Returns true if the singular value decomposition may be used to
solve least squares problems; otherwise false.
| |
| Rank |
Gets the numerical rank of the matrix.
| |
| RankAvailable |
Returns the rank if it was calculated as a byproduct of the parameter
calculation.
| |
| Rows |
Gets the number of rows in the matrix.
| |
| Tolerance |
Gets and sets the tolerance for computing the numerical rank. All
singular values less than tolerance are set to zero.
| |
| XTXInv |
Gets the matrix formed by taking the inverse of the product of the
transpose of the regression matrix with itself, if available.
| |
| XTXInvAvailable |
Gets a boolean indicating whether or not the matrix formed by taking
the inverse of the product of the transpose of the regression matrix
with itself is avaialble as part of the decomposition.
|