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Home MathPack Math2 Procedures and Functions SingValEquSolve
See also: SingValDecomp, MultiLinReg, RidgeReg 

SingValEquSolve

Unit:SDL_math2
Class:none
Declaration:function SingValEquSolve (MatAU, MatV: TMatrix; VecW, VecB, VecX, VecdX: TVector): boolean;

The function SingValEquSolv solves a system of linear equations which is determined by the matrix equation A *X = B. The matrix A must be stored in MatAU and decomposed into MatAU, MatV and VecW by calling SingValDecomp prior to calling SingValEquSolve. The vector VecB contains the constants B of the equation system.

The solution of the equation system is returned in parameter VecX, the estimated errors of the x values in VecdX. Please note that the values of the vector VecdX must be multiplied by the standard deviation of the residuals in order to obtain the standard error of the x values. SingValEquSolve returns a TRUE value if the results are valid.

Hint: The vector VecdX may be undefined (VecdX = nil ) if the error estimates are not needed.

Last Update: 2023-Feb-06