Function rgsl::linear_algebra::SV_leverage

pub fn SV_leverage(u: &MatrixF64, h: &mut VectorF64) -> Value

This function computes the statistical leverage values h_i of a matrix A using its singular value decomposition (U, S, V) previously computed with gsl_linalg_SV_decomp. h_i are the diagonal values of the matrix A (A^T A)^{-1} A^T and depend only on the matrix U which is the input to this function.