LeastSquaresOptimizer.GetVarianceCovarianceMatrix Method

Computes the variance-covariance matrix of the solution.

Definition

Namespace: Extreme.Mathematics.Optimization
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

protected abstract SymmetricMatrix<double> GetVarianceCovarianceMatrix()

Visual Basic

Protected MustOverride Function GetVarianceCovarianceMatrix As SymmetricMatrix(Of Double)

C++/CLI

protected:
virtual SymmetricMatrix<double>^ GetVarianceCovarianceMatrix() abstract

abstract GetVarianceCovarianceMatrix : unit -> SymmetricMatrix<float>

SymmetricMatrix<Double>
A symmetric matrix.