Performs any factorization on the matrix A necessary before computing a solution to the weighted least squares problem.

Namespace:  CenterSpace.NMath.Matrix
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
public void Factor(
	DoubleMatrix A,
	DoubleVector weights
)
Visual Basic (Declaration)
Public Sub Factor ( _
	A As DoubleMatrix, _
	weights As DoubleVector _
)
Visual C++
public:
void Factor(
	DoubleMatrix^ A, 
	DoubleVector^ weights
)

Parameters

A
Type: CenterSpace.NMath.Core..::.DoubleMatrix
A matrix.
weights
Type: CenterSpace.NMath.Core..::.DoubleVector
The weights. The solution will minimmize ||(D^1/2)*(Ax - b)|| where D is a diagonal matrix whose diagonal constists of the weights.

See Also