The FloatComplexLeastSquares type exposes the following members.
Properties
| Name | Description | |
|---|---|---|
| Rank |
Gets the effective rank of the matrix A.
| |
| Residuals |
Gets the vector of residuals. If y is the right-hand side of the
least squares equation Ax = y, and we denote by yhat the vector
Ax where x is the computed least squares solution,
then the vector of residuals r is the vector whose ith component is
r[i] = y[i] - yhat[i].
| |
| ResidualSumOfSquares |
Gets the residual sum of squares. If y is the right-hand side of the
least squares equation Ax = y, and we denote by yhat the vector
Ax where x is the computed least squares solution,
then the residual sum of squares is defined to be
(y[0] - yhat[0])^2 + (y[1] - yhat[1])^2 + ... + (y[m-1] - yhat[m-1])^2.
| |
| Tolerance |
Gets the tolerance used to compute the effective rank of the input matrix A.
| |
| X |
Gets the least squares solution x for the least squares problem
Ax = y.
| |
| Yhat |
Gets the predicted value of y by computing yHat = Ax,
where x is the calculated solution to the least squares
problem Ax = y.
|