NearestCorrelationMatrixReport.ConvergenceMeasure Property

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.10.0

C# Copy

public double? ConvergenceMeasure { get; }

Visual Basic Copy

Public ReadOnly Property ConvergenceMeasure As Double?
	Get

C++/CLI Copy

public:
property Nullable<double> ConvergenceMeasure {
	Nullable<double> get ();
}

F# Copy

member ConvergenceMeasure : Nullable<float> with get

Property Value

Nullable<Double>

The measure is the maximum of the relative Frobenius changes in the PSD and unit-diagonal projections and the PSD projection's diagonal discrepancy divided by the unit-diagonal projection's Frobenius norm.