Click or drag to resize

IFactorExtractionExtractFactors Method

Algorithm for extracting factors from a covariance matrix.

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

Parameters

covarianceMatrix
Type: CenterSpace.NMath.CoreDoubleSymmetricMatrix
Covariance matrix.

Return Value

Type: DoubleMatrix
Extracted factors as columns of a matrix.
See Also