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

DoubleLeastSquares(DoubleMatrix, DoubleVector) 
Constructs a least squares solution for the given linear system
Ax = y.
 
DoubleLeastSquares(DoubleMatrix, DoubleVector, Boolean) 
Constructs a least squares solution for the given linear system
Ax = y, optionally adding an intercept parameter to the
model.
 
DoubleLeastSquares(DoubleMatrix, DoubleVector, Double) 
Constructs a least squares solution for the given linear system
Ax = y using the specified tolerance to compute the
effective rank.
 
DoubleLeastSquares(DoubleMatrix, DoubleVector, Boolean, Double) 
Constructs a least squares solution for the given linear system
Ax = y, optionally adding an intercept parameter, and using
the specified tolerance to compute the effective rank.

Name  Description  

Rank 
Gets the effective rank of the matrix A.
 
Residuals 
Gets the vector of residuals. If y is the righthand side of the
least squares equation Ax = y, and we denote by yhat the vector
Ax where x is the computed least squares solution,
then the vector of residuals r is the vector whose ith component is
r[i] = y[i]  yhat[i].
 
ResidualSumOfSquares 
Gets the residual sum of squares. If y is the righthand side of the
least squares equation Ax = y, and we denote by yhat the vector
Ax where x is the computed least squares solution,
then the residual sum of squares is defined to be
(y[0]  yhat[0])^2 + (y[1]  yhat[1])^2 + ... + (y[m1]  yhat[m1])^2.
 
Tolerance 
Gets the tolerance used to compute the effective rank of the input matrix A.
 
X 
Gets the least squares solution x for the least squares problem
Ax = y.
 
Yhat 
Gets the predicted value of y by computing yHat = Ax,
where x is the calculated solution to the least squares
problem Ax = y.
