Re: lsqlin() error message

[Olaf Till]

On Fri, Jul 05, 2019 at 05:16:54PM -0500, GoSim wrote:
> To the maintainer of optim:
> 
> Best solution: remove lin. dependent rows and keep lsqlin working even if
> e.g. two of the same linear combinations are filled in.

I wouldn't think this could be done in a reasonable way. If you remove
a row, you remove the influence of one squared residual, i.e. the
influence of one element of 'D'.

> Second best solution: Do like Matlab but also write an error/warning so the
> user understands why he gets NaN. Lsqlin is very powerful and it is hard to
> understand that such a small thing can make it fail.

Sounds good to mee.

> Worst solution: just like Matlab
> 
> Experimental solution: identify lin. dependent rows and to all but one of
> them add a very small white noise. The idea is that if you have many linear
> combinations that are the same this means something, it should be weighted.
> So by keeping them and adding a very small noise maybe the algorithm can
> handle it and it will be weighted.

I wouldn't try to guess within the optimizer function how to improve
the data. This is something which should be done, if at all, before
feeding the data into the optimizer, IMHO.

Olaf

-- 
public key id EAFE0591, e.g. on x-hkp://pool.sks-keyservers.net

signature.asc
Description: PGP signature