Factors a given matrix so that it may be used to solve least squares problems. The specified tolerance is used in computing the numerical rank of the matrix.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

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

Parameters

A
Type: CenterSpace.NMath.Core..::.DoubleMatrix
A matrix.
tolerance
Type: System..::.Double
Tolerance for computing the numerical rank of the matrix A. All singular values of the matrix A less than tolerance are set to zero.

Remarks

For the SVD least squares method to succeed, the matrix A must have full rank.

See Also