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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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