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SVDRegressionCalculationTolerance Property

Gets and sets the tolerance for computing the numerical rank and SVD tuncation. In truncation all singular values less than Tolerance are set to zero and solutions will be computed using the truncated SVD. If the Tolerance is set to 0 no truncation will be performed. The default tolerance is 0, i.e. no truncation.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public double Tolerance { get; set; }

Property Value

Type: Double
Remarks
Truncation is only useful if your predictor matrix has less than full rank.
See Also