Computes the variance-covariance matrix of the solution.
Namespace: Extreme.Mathematics.OptimizationAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)
protected abstract SymmetricMatrix<double> GetVarianceCovarianceMatrix()
Protected MustOverride Function GetVarianceCovarianceMatrix As SymmetricMatrix(Of Double)
protected:
virtual SymmetricMatrix<double>^ GetVarianceCovarianceMatrix() abstract
abstract GetVarianceCovarianceMatrix : unit -> SymmetricMatrix<float>
Return Value
Type:
SymmetricMatrixDoubleA symmetric matrix.
Numerical Libraries
Supported in: 6.0
Reference