DoubleCOWeightedLeastSqFactor(DoubleMatrix, DoubleVector, Boolean) 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,
	bool addIntercept
)

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

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

member Factor : 
        A : DoubleMatrix * 
        weights : DoubleVector * 
        addIntercept : bool -> 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.
addIntercept Boolean: If true, a column of ones will be prepended to the data in the matrix A, representing a constant term in the model. If false the data in A will be used unaltered. Note that the actual input matrix A will not be changed.