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Re: Problem of polyfit


From: Fredrik Lingvall
Subject: Re: Problem of polyfit
Date: Fri, 07 Oct 2005 10:32:47 +0200
User-agent: Mozilla Thunderbird 1.0.6 (X11/20051004)

Tetsuro KURITA wrote:


Also following two equations do not return same results, when calculating data I posted.

  p = inv(X'*X)*(X'*y);

  p = (X'*X)\(X'*y);

In the case of data I posted, first equation give better results. It looks that the operator "\" have a certain limitation. What is that ?

Can you post the output of  norm( inv(X'*X)*X'*y - (X'*X)\X'*y )?

A simple test on my machine:

octave:26> X=randn(100,100);
octave:27> y=randn(100,1);
octave:28> norm( inv(X'*X)*X'*y - (X'*X)\X'*y )
ans =  3.7190e-13

Fredrik



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