The SVDRegressionCalculation type exposes the following members.

Constructors

  NameDescription
SVDRegressionCalculationOverloaded.

Methods

  NameDescription
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
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
FactorOverloaded.
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
Returns a String that represents the current Object.
(Inherited from Object.)

Properties

  NameDescription
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.

See Also