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QRRegressionCalculationFactor Method (DoubleMatrix, Double, Boolean)

Factors a given matrix so that it may be used to solve least squares problems. The specified tolerance is used in computing the numerical rank of the matrix.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public void Factor(
	DoubleMatrix A,
	double tolerance,
	bool dataCleansed
)

Parameters

A
Type: CenterSpace.NMath.CoreDoubleMatrix
A matrix.
tolerance
Type: SystemDouble
Tolerance for computing the numerical rank of the matrix A. If A = QR is the QR factorization of A, then elements on the main diagonal of R are considered to be zero if their absolute value is less than or equal to tolerance.
dataCleansed
Type: SystemBoolean
If true, the matrix A is guaranteed to contain no NaN or Infinity values.
Remarks
For the QR least squares method to succeed, the matrix A must have full rank.
See Also