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)); }