At Mon, 10 Sep 2007 09:29:47 -0400, Julian Winter wrote: > I am currently using GSL to perform regression for forecasting, > specifically, multi-variate linear regression. I have tried using the > gsl_multifit_linear function, and I am happy with its outputs, however, > since it employs singular value decomposition (SVD), it has the limitation > that M >= N. Are there any other functions in GSL that can perform similar > regression without limiting the number of columns that can be input?
There are no functions for doing underdetermined regression specifically, but gsl_linalg_SV_decomp on the transpose of the matrix gives all the information needed to compute the pseudo-inverse. -- Brian Gough (GSL Maintainer) Network Theory Ltd, Commercial support for GSL --- http://www.network-theory.com/gsl/ _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
