This is the mail archive of the
gsl-discuss@sourceware.org
mailing list for the GSL project.
Re: gsl_multifit_linear fails in a certain case
> Perhaps the manual needs to be clearer about what is computed, which
> is the unique least squares solution that has minimum norm solution
> coefficients |c|^2 (this only comes into play if there's a null space
> - otherwise there's only one solution anyway). The idea is to
> minimise any spurious components of the solution. This is usually
> what is needed when fitting data and pretty standard.
>
> When the rhs=0 and there is one singular value there is still an
> infinite number of solutions, as the overall scale is
> undetermined. The least squares choice is to return the minimum norm
> solution, i.e. zero.
>
> In the help-gsl question, which was about fitting the equation for a
> plane, the appropriate method is orthogonal regression rather than
> linear regression, as there's no dependent variable.
Yes, after thinking about the problem some more I realized its a bit
more complicated than I originally thought.