public static matrix calculateSigma(data dat, Func <double, double>[] fs)
{
matrix A = calculateA(dat, fs);
qr_gs solver = new qr_gs(A.transpose() * A);
matrix sigma = solver.inverse();
return(sigma);
}
static void probB()
{
Write("\nProblem B:\n");
var rand = new System.Random();
int n = 3 + rand.Next(6);
matrix A = makeRandomMatrix(n, n);
qr_gs decomposer = new qr_gs(A);
matrix inverse = decomposer.inverse();
Write("\nMake a random square matrix A, with a random size:\n");
A.print("Random Matrix A: ");
Write("\nCalculate the inverse of A:\n");
inverse.print("Inverse of A: ");
Write("\nCheck that A*A^(-1) is equal to the identity matrix:\n");
(A * inverse).print("A*A^(-1): ");
}