Brian, Thanks for your response. Since I'm not a matrix algebra expert, can you explain your solution a bit more, perhaps with an example?
Thanks, Julian -----Original Message----- From: Brian Gough [mailto:[EMAIL PROTECTED] Sent: Thursday, September 13, 2007 7:06 AM To: Julian Winter Cc: [email protected] Subject: Re: [Help-gsl] Question about Multi-fit linear regression 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/ No virus found in this incoming message. Checked by AVG Free Edition. Version: 7.5.485 / Virus Database: 269.13.15/1003 - Release Date: 9/12/2007 10:56 AM No virus found in this outgoing message. Checked by AVG Free Edition. Version: 7.5.485 / Virus Database: 269.13.16/1005 - Release Date: 9/13/2007 11:45 AM _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
