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Showing content from http://accord-framework.net/docs/html/T_Accord_Math_Decompositions_ISolverArrayDecomposition_1.htm below:

ISolverArrayDecompositionT Interface

Common interface for matrix decompositions which can be used to solve linear systems of equations involving jagged array matrices.

Namespace:  Accord.Math.Decompositions
Assembly:

Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax
public interface ISolverArrayDecomposition<T>
where T : struct, new()
Public Interface ISolverArrayDecomposition(Of T As {Structure, New})
Request Example View Source Type Parameters
T

The ISolverArrayDecompositionT type exposes the following members.

Methods   Name Description GetInformationMatrix

Computes

(Xt * X)^1

(the inverse of the covariance matrix). This matrix can be used to determine standard errors for the coefficients when solving a linear set of equations through any of the

Solve(T)

methods.

Inverse

Solves a set of equation systems of type A * X = I.

Reverse

Reverses the decomposition, reconstructing the original matrix X.

Solve(T)

Solves a set of equation systems of type A * X = B.

Solve(T)

Solves a set of equation systems of type A * X = B.

SolveForDiagonal

Solves a set of equation systems of type A * X = B where B is a diagonal matrix.

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