| 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.CoreAssembly: 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
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