DoubleIterativelyReweightedLeastSq Class 
Namespace: CenterSpace.NMath.Core
The DoubleIterativelyReweightedLeastSq type exposes the following members.
Name  Description  

DoubleIterativelyReweightedLeastSq 
No argument constructor. Defaults will be used.
 
DoubleIterativelyReweightedLeastSq(Double) 
Constructs a DoubleIterativelyReweightedLeastSq instance with
the given maximum iterations and tolerance.
 
DoubleIterativelyReweightedLeastSq(Int32) 
Constructs a DoubleIterativelyReweightedLeastSq instance with
the given maximum iterations and tolerance.
 
DoubleIterativelyReweightedLeastSq(IDoubleLeastSqWeightingFunction) 
Constructs a DoubleIterativelyReweightedLeastSq instance with
the given weighting function.
 
DoubleIterativelyReweightedLeastSq(Int32, Double) 
Constructs a DoubleIterativelyReweightedLeastSq instance with
the given maximum iterations and tolerance.
 
DoubleIterativelyReweightedLeastSq(Int32, Double, IDoubleLeastSqWeightingFunction) 
Constructs a DoubleIterativelyReweightedLeastSq instance from
the given parameters.

Name  Description  

AddIntercept 
Gets the add intercept option. If AddIntercept is
true then a column of ones was prepended to the input matrix,
representing a constant term in the model.
 
ConvergenceFunction 
Gets and sets the delegate function used to determine convergence.
The delegate should return true when the tolerance is met.
 
DefaultMaxIterations 
Gets and sets the default maximum number of iterations.
 
DefaultTolerance 
Gets and sets the default error tolerance.
 
Iterations 
Gets the number of iterations performed in the most
recent computation.
 
MaxIterations 
Gest and set the maximum number of iterations. The
algorithm will be terminated when it converges or the maximum number
of iterations has been reached, which ever comes first.
 
MaxIterationsMet 
Returns true if the minimum just computed stopped because the
maximum number of iterations was reached; otherwise, false.
 
Residuals 
Gets the residual vector from the most recent computation.
 
Tolerance 
Gets and sets the tolerance. The tolerance is given to the ToleranceMet
function. If using the default ToleranceMet function, the
tolerance should be a relative one since the difference between successive
solutions will be a relative one, that is the difference will be divided
by the larger of the two solutions producing a value between 0 and 1.
 
ToleranceMet 
Returns true if the minimum just computed stopped because the
error tolerance was reached; otherwise, false.
 
Weights 
Gets the weights used in the final iteration of the most
recent computation.
 
WeightsFunction 
Gets and sets the weight function.

Name  Description  

Clone 
Creates a deep copy of this instance.
 
SolutionUnchanged 
Default convergence function for IRLS. Can be made into a ToleranceMet delegate.
 
Solve(DoubleMatrix, DoubleVector) 
Solves the least squares problem Ax = b for x using the method
of iteratively Reweighted least squares.
 
Solve(DoubleMatrix, DoubleVector, Boolean) 
Solves the least squares problem Ax = b for x using the method
of iteratively Reweighted least squares.

Name  Description  

DEFAULT_MAX_ITER 
The default maximum number of iterations to be performed before the algorithm
terminated shared by all instances of DoubleIterativelyReweightedLeastSq.
Instance where maximum iterations is not explicitly set by the user will use this
value.
 
DEFAULT_TOLERANCE 
The default tolerance used to determine convergence of the algorithm
shared by all instances of DoubleIterativelyReweightedLeastSq.
Instance where the tolerance is not explicitly set by the user will use this
value.
