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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
)

Parameters

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.
See Also