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SingularValueDecomposition Methods

The MatrixMathSingularValueDecomposition type exposes the following members.

Methods
 NameDescription
Public methodBacksubstitution(Double, Double) Solves A·X = B for a vector X, where A is specified by A=U*S*V'. U, S, and V are results of the decomposition.
Public methodBacksubstitution(IReadOnlyListDouble, IVectorDouble) Solves A·X = B for a vector X, where A is specified by A=U*S*V'. U, S, and V are results of the decomposition.
Protected methodBuildHatDiagonal 
Public methodChopSingularValues Sets all singular values, that are lesser than relativeThreshold*(maximum singular value), to zero.
Public methodComputeSingularValueDecomposition Creates a singular value decomposition of matrix a, resulting in matrix a itself.
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetCovariances 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 methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Public methodStatic memberSolve Solves the equation A x = B and returns x.
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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