Class DoubleIterativelyReweightedLeastSq solves a least squares problems by iteratively applying a weighted least squares fit.

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

Syntax

C#
[SerializableAttribute]
public class DoubleIterativelyReweightedLeastSq : ICloneable
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class DoubleIterativelyReweightedLeastSq _
	Implements ICloneable
Visual C++
[SerializableAttribute]
public ref class DoubleIterativelyReweightedLeastSq : ICloneable

Remarks

On each iteration a weighted least squares fit is performed, one weight per observation. The weightes are constructed by specifying a weighting function from the current residuals and are updated from iteration to iteration. The iterative process terminates when a user specified ToleranceMetFunction returns true. Typically this is when the residuals or the solution are unchanged on successive iterations.
The default weighting function used is a bisquare weighting function and the default tolerance met function returns true when the solutions do not change, within tolerance, on successive iterations. Both these may by changed by the user.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Matrix..::.DoubleIterativelyReweightedLeastSq

See Also