QRRegressionCalculationFactor(DoubleMatrix, Double, Boolean) Method

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: 7.4

Syntax

C++

Copy

public void Factor(
	DoubleMatrix A,
	double tolerance,
	bool dataCleansed
)

Public Sub Factor ( 
	A As DoubleMatrix,
	tolerance As Double,
	dataCleansed As Boolean
)

public:
void Factor(
	DoubleMatrix^ A, 
	double tolerance, 
	bool dataCleansed
)

member Factor : 
        A : DoubleMatrix * 
        tolerance : float * 
        dataCleansed : bool -> unit

Parameters

A DoubleMatrix: A matrix.
tolerance Double: 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 Boolean: 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.

Reference

QRRegressionCalculation Class

Factor Overload

CenterSpace.NMath.Core Namespace