Interface ISolverArrayDecomposition<T>
Common interface for matrix decompositions which
can be used to solve linear systems of equations
involving jagged array matrices.
Assembly: ISynergy.Framework.Mathematics.dll
Syntax
public interface ISolverArrayDecomposition<T>
where T : struct
Type Parameters
Methods
View Source
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.
Declaration
T[][] GetInformationMatrix()
Returns
View Source
Inverse()
Solves a set of equation systems of type A * X = I.
Declaration
Returns
View Source
Reverse()
Reverses the decomposition, reconstructing the original matrix X.
Declaration
Returns
View Source
Solve(T[])
Solves a set of equation systems of type A * X = B.
Declaration
Parameters
| Type |
Name |
Description |
| T[] |
value |
|
Returns
View Source
Solve(T[][])
Solves a set of equation systems of type A * X = B.
Declaration
Parameters
| Type |
Name |
Description |
| T[][] |
value |
|
Returns
View Source
SolveForDiagonal(T[])
Solves a set of equation systems of type A * X = B where B is a diagonal matrix.
Declaration
T[][] SolveForDiagonal(T[] diagonal)
Parameters
| Type |
Name |
Description |
| T[] |
diagonal |
|
Returns
Extension Methods
