DoubleCOWeightedLeastSqFactor(DoubleMatrix, DoubleVector) Method

Performs any factorization on the matrix A necessary before computing a solution to the weighted least squares problem.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public void Factor(
	DoubleMatrix A,
	DoubleVector weights
)

Public Sub Factor ( 
	A As DoubleMatrix,
	weights As DoubleVector
)

public:
void Factor(
	DoubleMatrix^ A, 
	DoubleVector^ weights
)

member Factor : 
        A : DoubleMatrix * 
        weights : DoubleVector -> unit

A DoubleMatrix: A matrix.
weights DoubleVector: The weights. The solution will minimmize ||(D^1/2)*(Ax - b)|| where D is a diagonal matrix whose diagonal consists of the weights.