MatrixMathSingularValueDecompositionGetCovariances Method

Calculates the covariance matrix Cov(i,j)= (X'X)^(-1) = SUM_over_k( V[i,k]*V[j,k]/s[k]^2). If s[k] is zero, 1/s[k]^2 will be set to zero. If the singular value decomposition was used to make a linear fit, this is the variance-covariance matrix of the fitting parameters.

public double[][] GetCovariances()