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[off-topic?] least square problem solution ...
- From: Jose Miguel Buenaposada Biencinto <jmbuena at dia dot fi dot upm dot es>
- To: "gsl-discuss at sources dot redhat dot com" <gsl-discuss at sources dot redhat dot com>
- Date: Mon, 21 Jan 2002 20:15:30 +0100
- Subject: [off-topic?] least square problem solution ...
Hi!
I think this is a little bit off topic but I don't know any other list
to ask for help ...
I have the solution of a least square problem: a
= inverse(transpose(M)*M)*transpose(M)*b
where a is kx1, M is Nxk and b is Nx1. I know (due to the nature of the
problem I
have) that some of the rows in M are not very significant and I'd like
to be able to choose the best
set of m rows of M to solve the system and to compute the error you make
by doing so. Is there a
direct procedure to do so? Or it is just a combinatorial problem (bad
for me)?
Thanks in advance.
José Miguel.
--
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Jose Miguel Buenaposada Biencinto
Facultad de Informática | Computer Science School
Universidad Politécnica de Madrid (UPM) | Madrid Tech. University.
Campus de Montegancedo s/n
28660 Boadilla del Monte, Madrid (ESPAÑA)| (SPAIN)
Voice +34 91 336 69 47
Fax +34 91 352 48 19
e-mail: jmbuena@dia.fi.upm.es
web : http://www.dia.fi.upm.es/~jmbuena
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