private double calcVarianceForRun(double[] run, double[,] candidateMatrix)
{
ILArray <double> vector = run;
ILArray <double> matrix = candidateMatrix;
ILArray <double> inverse = ILMath.pinv(ILMath.multiply(matrix, matrix.T));
return((double)ILMath.multiply(ILMath.multiply(vector.T, inverse), vector));
}
private double calcVarianceFunction(double[] xi, double[] xj, double[,] matrix)
{
ILArray <double> xiIL = xi;
ILArray <double> xjIL = xj;
ILArray <double> matrixIL = matrix;
ILArray <double> inverse = ILMath.pinv(ILMath.multiply(matrixIL, matrixIL.T));
return((double)ILMath.multiply(ILMath.multiply(xiIL.T, inverse), xjIL));
}
protected static ILArray <double> inv(ILArray <double> ilArray)
{
return(ILMath.pinv(ilArray));
}
private ILArray <double> calculateDispersion(double[,] matrix)
{
ILArray <double> tmp = matrix;
return(ILMath.pinv(ILMath.multiply(tmp, tmp.T)));
}
