//constructor
//note to self: apparetly you can save functions as a array...
public olsf(vector x, vector y, vector dy, Func <double, double>[] f)
{
int len = x.size;
int m = f.Length;
vector b = new vector(len);
matrix A = new matrix(len, m);
for (int n = 0; n < len; n++)
{
b[n] = y[n] / dy[n];
for (int n1 = 0; n1 < m; n1++)
{
A[n, n1] = f[n1](x[n]) / dy[n];
} //end for
} //end for
gram_s gr = new gram_s(A);
c = gr.solve(b);
//coverient matrix:
gram_s gr1 = new gram_s(A.T * A);
Sigma = gr1.inverse();
vector dc1 = new vector(m);
for (int n1 = 0; n1 < m; n1++)
{
dc1[n1] = Sqrt(Sigma[n1, n1]);
} //end for
dc = dc1;
} //end constructor...
static int Main()
{
//generating random matrix:
matrix A = randmatrix(4, 4);
//fortorize into QR:
gram_s a1 = new gram_s(A);
//calculate inverse:
matrix B = a1.inverse();
//AB:
matrix ab = A * B;
WriteLine("Part B");
WriteLine("Random matrix A:");
for (int i = 0; i < A.size1; i++)
{
Write("\n");
for (int j = 0; j < A.size2; j++)
{
Write($"{A[i,j]} ");
}
}
Write("\n \n");
WriteLine("Factorize A into QR, give Q:");
for (int i = 0; i < a1.Q.size1; i++)
{
Write("\n");
for (int j = 0; j < a1.Q.size2; j++)
{
Write($"{a1.Q[i,j]} ");
}
}
Write("\n \n");
WriteLine("and R:");
for (int i = 0; i < a1.R.size1; i++)
{
Write("\n");
for (int j = 0; j < a1.R.size2; j++)
{
Write($"{a1.R[i,j]} ");
}
}
Write("\n \n");
WriteLine("The inverse B:");
for (int i = 0; i < B.size1; i++)
{
Write("\n");
for (int j = 0; j < B.size2; j++)
{
Write($"{B[i,j]} ");
}
}
Write("\n \n");
WriteLine("AB:");
for (int i = 0; i < ab.size1; i++)
{
Write("\n");
for (int j = 0; j < ab.size2; j++)
{
Write($"{ab[i,j]} ");
}
}
Write("\n \n");
return(0);
}