Namespace: Extreme.Mathematics.LinearAlgebraAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)
public SymmetricMatrix MultiplyByTranspose()
Public Function MultiplyByTranspose As SymmetricMatrix
public:
SymmetricMatrix^ MultiplyByTranspose()
member MultiplyByTranspose : unit -> SymmetricMatrix
Return Value
Type:
SymmetricMatrixA
SymmetricMatrix that is
the product of this
DenseMatrix with its
transpose.
Some applications, for example the solution
of a least squares problem using normal equations,
require the product of a matrix with its own
transpose. This method performs this operation.
The resulting matrix is always symmetrical and positive
definite. This is why a SymmetricMatrix
is returned, rather than a more general
DenseMatrix.
This method uses the BLAS routine DSYRK.
Numerical Libraries
Supported in: 5.x, 4.x
Reference