JaggedSingularValueDecompositionDGetInformationMatrix Method

Computes (Xt * X)^1 (the inverse of the covariance matrix). This matrix can be used to determine standard errors for the coefficients when solving a linear set of equations through any of the Solve(Decimal) methods.

Namespace: Accord.Math.Decompositions
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

Copy

public decimal[][] GetInformationMatrix()

Public Function GetInformationMatrix As Decimal()()

Request Example View Source

Return Value

Type: Decimal

Implements

ISolverArrayDecompositionTGetInformationMatrix

Reference

JaggedSingularValueDecompositionD Class

Accord.Math.Decompositions Namespace

JaggedSingularValueDecompositionDAddLanguageSpecificTextSet("LSTA44FD2F_0?cpp=::|nu=.");GetInformationMatrix Method

Return Value

Implements

Reference

JaggedSingularValueDecompositionDGetInformationMatrix Method