public void TestInverseVarianceCovarianceMatrix()
{
Console.WriteLine("計画行列の分散・共分行列を返すメソッドのテストです。");
double[,] A = new double[3, 2];
A[0, 0] = -1;
A[0, 1] = 8;
A[1, 0] = 0;
A[1, 1] = 4;
A[2, 0] = 1;
A[2, 1] = -4;
TestMatrix.WriteLineMatrix(A, "計画行列" + nameof(A));
double[,] B = DesignMatrix.VarianceCovariance(A);
TestMatrix.WriteLineMatrix(B, nameof(A) + "の分散・共分散行列" + nameof(B));
double[,] C = DesignMatrix.InverseVarianceCovarianceMatrix(A);
TestMatrix.WriteLineMatrix(C, nameof(A) + "の分散・共分散行列の逆行列" + nameof(C));
double[,] D = Matrix.Multiply(B, C);
TestMatrix.WriteLineMatrix(D, nameof(B) + nameof(C));
}
public void TestVarianceCovariance()
{
Console.WriteLine("計画行列の分散・共分行列を返すメソッドのテストです。");
double[,] A = new double[3, 2];
A[0, 0] = -1;
A[0, 1] = 8;
A[1, 0] = 0;
A[1, 1] = 4;
A[2, 0] = 1;
A[2, 1] = -4;
TestMatrix.WriteLineMatrix(A, "計画行列" + nameof(A));
double[,] B = DesignMatrix.VarianceCovariance(A);
TestMatrix.WriteLineMatrix(B, nameof(A) + "の分散・共分散行列" + nameof(B));
}