Constructucts a DoubleCOWeightedLeastSq instance from the given matrix and weights.

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

Syntax

C#
public DoubleCOWeightedLeastSq(
	DoubleMatrix A,
	DoubleVector weights,
	bool addIntercept
)
Visual Basic (Declaration)
Public Sub New ( _
	A As DoubleMatrix, _
	weights As DoubleVector, _
	addIntercept As Boolean _
)
Visual C++
public:
DoubleCOWeightedLeastSq(
	DoubleMatrix^ A, 
	DoubleVector^ weights, 
	bool addIntercept
)

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.
addIntercept
Type: System..::.Boolean
If true, a column of ones will be prepended to the data in the matrix A, representing a constant term in the model. If false the data in A will be used unaltered. Note that the actual input matrix A will not be changed.

See Also