Class DoubleIterativelyReweightedLeastSq solves a least squares problems by iteratively
applying a weighted least squares fit.
Namespace:
CenterSpace.NMath.MatrixAssembly: 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.
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.