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DoubleSVDLeastSq Class

Class DoubleSVDLeastSq solves least squares problems by using a singular value decomposition.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreDoubleSVDLeastSq

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
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[SerializableAttribute]
public class DoubleSVDLeastSq : ICloneable

The DoubleSVDLeastSq type exposes the following members.

Constructors
 NameDescription
Public methodDoubleSVDLeastSq Constructs a DoubleSVDLeastSq instance with all sizes zero.
Public methodDoubleSVDLeastSq(DoubleMatrix) Constructs a DoubleSVDLeastSq instance from the given matrix.
Public methodDoubleSVDLeastSq(DoubleMatrix, Double) Constructs a DoubleSVDLeastSq instance from the given matrix. The specified tolerance is used in computing the numerical rank of the matrix.
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Properties
 NameDescription
Public propertyCols Gets the number of columns in the matrix.
Public propertyFail Gets the status of the singular value decomposition.
Public propertyIsGood Gets a boolean value that is 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 propertyRows Gets the number of rows in the matrix.
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Methods
 NameDescription
Public methodClone Creates a deep copy of this least squares instance.
Public methodFactor(DoubleMatrix) Factors a given matrix so that it may be used to solve least squares problems.
Public methodFactor(DoubleMatrix, Double) Factors a given matrix so that it may be used to solve least squares problems. The specified tolerance is used in computing the numerical rank of the matrix.
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.
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Remarks
Use class DoubleSVDLeastSq to find the minimal norm solution to the overdetermined linear system:
C#
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Ax = b
That is, find the vector x that minimizes the 2-norm of the residual vector Ax - b. Prerequisites on the matrix A are that it has more rows than columns, and is of full rank.
See Also