QRRegression |
The QRRegressionCalculation type exposes the following members.
Name | Description | |
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QRRegressionCalculation | Constrcts a QRRegressionCalculation instance with all sizes equal to zero. | |
QRRegressionCalculation(DoubleMatrix) | Constructs a QRRegressionCalculation instance from the given matrix. | |
QRRegressionCalculation(DoubleMatrix, Double) | Constructs a QRRegressionCalculation instance from the given matrix. The specified tolerance is used in computing the numerical rank of the matrix. |
Name | Description | |
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Cols | Gets the number of columns in the matrix. | |
IsGood | Returns true if the QR decomposition may be used to solve least squares problems; otherwise false. | |
Rank | Gets the numerical rank of the matrix. | |
RankAvailable | Returns the rank if it was calculated as a byproduct of the parameter calculation. | |
Rows | Gets the number of rows in the matrix. | |
Tolerance | Gets and sets the tolerance used for computing the numerical rank of the regression matrix. | |
XTXInv | Gets the matrix formed by taking the inverse of the product of the transpose of the regression matrix with itself, if available. | |
XTXInvAvailable | Gets a boolean value indicating whether or not the matrix formed by taking the inverse of the product of the transpose of the regression matrix with itself is available. |
Name | Description | |
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CalculateParameters(DoubleMatrix, DoubleVector) | Calculates the parameters for the regression using a QR decomposition of the regression matrix to solve the least squares problem. | |
CalculateParameters(DoubleMatrix, DoubleVector, Boolean) | Calculates the parameters for the regression using a QR decomposition of the regression matrix to solve the least squares problem. | |
Clone | Creates a deep copy of this regression calculator instance. | |
Factor(DoubleMatrix) | Factors a given matrix so that it may be used to solve least squares problems. | |
Factor(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. | |
Factor(DoubleMatrix, Double, Boolean) | 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. | |
ResidualNormSqr | Computes the 2-norm squared of the residual vector. | |
ResidualVector | Computes and returns the residual vector. | |
Solve | Computes the solution to the least squares problem Ax = b. |
Ax = b