ISolverArrayDecompositionT Methods |
The ISolverArrayDecompositionT generic type exposes the following members.
Name | Description | |
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GetInformationMatrix |
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(T)
methods.
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Inverse |
Solves a set of equation systems of type A * X = I.
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Reverse |
Reverses the decomposition, reconstructing the original matrix X.
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Solve(T) |
Solves a set of equation systems of type A * X = B.
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Solve(T) |
Solves a set of equation systems of type A * X = B.
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SolveForDiagonal |
Solves a set of equation systems of type A * X = B where B is a diagonal matrix.
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