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IFactorExtractionExtractFactors Method

Algorithm for extracting factors from a covariance matrix.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
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DoubleMatrix ExtractFactors(
	DoubleSymmetricMatrix covarianceMatrix
)

Parameters

covarianceMatrix  DoubleSymmetricMatrix
Covariance matrix.

Return Value

DoubleMatrix
Extracted factors as columns of a matrix.
See Also