Class SVDRegressionCalculation computes linear regression parameters by the method of least squares using a singular value decomposition.

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

Syntax

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

Remarks

Class SVDRegressionCalculation finds the minimal norm solution to the overdetermined linear system:
CopyC#
Ax = b
 That is, this class finds the vector x that minimizes the 2-norm of the residual vector Ax - b.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Stats..::.SVDRegressionCalculation

See Also