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DoubleCholeskyLeastSq Class

Class DoubleCholeskyLeastSq solves least square problems by using the Cholesky factorization to solve the normal equations.
Inheritance Hierarchy

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
public class DoubleCholeskyLeastSq : ICloneable

The DoubleCholeskyLeastSq type exposes the following members.

Public methodDoubleCholeskyLeastSq Constructs a DoubleCholeskyLeastSq instance with all sizes zero.
Public methodDoubleCholeskyLeastSq(DoubleMatrix) Constructs a DoubleCholeskyLeastSq instance from the given matrix.
Public propertyCols Gets the number of columns in the matrix.
Public propertyIsGood Gets a boolean value which is true if the Cholesky factorization succeeded and may be used to solve least square problems; otherwise false.
Public propertyRows Gets the number of rows in the matrix.
Public methodClone Creates a deep copy of this least squares instance.
Public methodFactor Factors a given matrix so that it may be used to solve least squares problems.
Public methodOnSerializing processing following deserialization
Public methodResidualNormSqr Computes the 2-norm squared of the residual vector.
Public methodResidualVector Computes and returns the residual vector.
Public methodSolve Computes the solution to the least squares problem Ax = b.
The normal equations for the least squares problem Ax = b are:
A'Ax = A'b
where A' denotes the transpose of the matrix A. If A has full rank, then A'A is symmetric positive definite (and, in fact, the converse is true). Thus, the Cholesky factorization may be used to solve the normal equations. Note this implies that this method will fail if A is rank deficiennt.
See Also