STATISTICA
Visual Basic Library of Matrix Functions - MatrixSweep (Matrix, From,
To, Dir)
|
Parameter |
Description |
|
Matrix |
name of symmetric data
matrix (see Arrays in functions) results
will overwrite original values |
|
From |
number of first column
in which to begin sweeping |
|
To |
number of last column
in which to perform sweeping |
|
Dir |
direction of sweeping
(1 = forward, -1 = backward) |
The MatrixSweep function will
perform the sweeping transformation (see Dempster, 1969) on the specified
square symmetric Matrix (see
Arrays
in functions). The sweeping transformation is commonly used to efficently
perform stepwise multiple regression (see Jennrich, 1977) or similar analyses.
The forward sweeping transformation for a column k can be summarized in
the following four steps:
1. eij
= eij - ejk
* ekj / ekk
for i�k, j�k
2. ekj
= ekj / ekk
3. eik
= eik / ekk
4. ekk
= -1 / ekk
The reverse sweeping operation reverses the changes effected by these
transformations.
Related topics.
MatrixInverse,
MatrixDet,
MatrixGeneralPseudoInverse,
MatrixSolve.
For more information on using arrays, see Arrays
in functions. For a complete list of matrix functions, see STATISTICA Visual Basic library of
matrix functions.