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Re: Matrix left division in .oct file


From: babelproofreader
Subject: Re: Matrix left division in .oct file
Date: Sun, 22 Feb 2015 08:31:55 -0800 (PST)

Laurent Hoeltgen wrote
> Am 21.02.2015 um 19:52 schrieb babelproofreader:
>> I'd like to code the Octave code below ( X is a matrix, y a vector )
>>
>> w = ( ( X' * X ) \ X' ) * y ;
>>
>> in a .oct file, but my standard reference for things C++/.oct at
>> http://wiki.octave.org/Tips_and_tricks doesn't say how to do this. Any
>> hints?
>>
>>
>>
>>
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>>
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> 
> Hi,
> 
> are you trying to solve a linear least squares problem? I'm pretty sure 
> that octave has more efficient ways to handle this task than to compute 
> ( X' * X ) \ X'. Especially if X is large and a full matrix, then this 
> computation will be pretty expensive.
> 
> Regards,
> Laurent
> 
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Hi,

I am trying to solve a linear least squares problem, but as part of a larger
problem I'm tackling, so I want it to be in a .oct file for speed
considerations.



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