SingularValueDecompositionGetInformationMatrix 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(Double) methods.

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

Syntax

Copy

public double[,] GetInformationMatrix()

Public Function GetInformationMatrix As Double(,)

Request Example View Source

Return Value

Type: Double

Implements

ISolverMatrixDecompositionTGetInformationMatrix

Reference

SingularValueDecomposition Class

Accord.Math.Decompositions Namespace

SingularValueDecompositionAddLanguageSpecificTextSet("LST68CB3739_0?cpp=::|nu=.");GetInformationMatrix Method

Return Value

Implements

Reference

SingularValueDecompositionGetInformationMatrix Method