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SVDRegressionCalculation Properties

The SVDRegressionCalculation type exposes the following members.

Properties
  NameDescription
Public propertyCols
Gets the number of columns in the matrix.
Public propertyFail
Gets the status of the singular value decomposition.
Public propertyIsGood
Returns true if the singular value decomposition may be used to solve least squares problems; otherwise false.
Public propertyRank
Gets the numerical rank of the matrix.
Public propertyRankAvailable
Returns the rank if it was calculated as a byproduct of the parameter calculation.
Public propertyRows
Gets the number of rows in the matrix.
Public propertyTolerance
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.
Public propertyXTXInv
Gets the matrix formed by taking the inverse of the product of the transpose of the regression matrix with itself, if available.
Public propertyXTXInvAvailable
Gets a boolean indicating whether or not the matrix formed by taking the inverse of the product of the transpose of the regression matrix with itself is avaialble as part of the decomposition.
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