private Matrix<double> NormalEqn(Matrix<double> X, Matrix<double> y)
{
// X*w = y
// X'*X*w = X'*y
// w = inv(X' * X) * X' * y
return MatrixInverseExtensions.Inv3x3(X.Transpose * X) * X.Transpose * y;
}
public void TestInv2x2()
{
var i3x3 = new Matrix <double>(new double[, ] {
{ 1.0, 0, 0 }, { 0, 1.0, 0 }, { 0, 0, 1.0 }
});
var i2x2 = new Matrix <double>(new double[, ] {
{ 1.0, 0.0 }, { 0.0, 1.0 }
});
// testing inverse
var a = new Matrix <double>(new double[, ] {
{ 3, 0, 2 }, { 2, 0, -2 }, { 0, 1, 1 }
});
var a_inv = MatrixInverseExtensions.Inv3x3(a);
var i = a * a_inv;
Assert.IsTrue(i == i3x3);
// testing inverse
a = new Matrix <double>(new double[, ] {
{ 1.0, 3.0 }, { 2.0, 1.0 }
});
a_inv = MatrixInverseExtensions.Inv2x2(a);
i = a * a_inv;
//Assert.IsTrue(i == i2x2);
//ii = new Matrix<double>(new double[,] { { 0.5, 0.75 }, { 1.3, 0.1 } });
//ii_inv = inv2x2(ii);
//i = ii * ii_inv;
//Console.Write(i.ToString());
//ii = new Matrix<double>(new double[,] { { 2, 5 }, { 1, 10 } });
//ii_inv = inv2x2(ii);
//i = ii * ii_inv;
//Console.Write(i.ToString());
}
