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Re: Transpose(A)*P*A [message #62825]

Sun, 12 October 2008 04:24

Karlo Janos
Messages: 31
Registered: July 2008

Member

> It looks like you are trying to solve a least squares problem. It's
> well documented that the normal equation method suffers from accuracy
> problems, basically because you are squaring the A matrix, and thus
> squaring the errors. Have you tried SVD or QR factorization?

That sounds interesting. Do you know an algorithm for SVD or QR
factorization, which is capable of handling large sparse matrices (10E6
rows, 10E4 columns, 10e7 non-zeros)? Or do I have to use the IMSL
extension for IDL?
Greets

Karlo

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[Message index]

		Re: Transpose(A)PA By: Karlo Janos on Sun, 12 October 2008 04:24
		Re: Transpose(A)PA By: Craig Markwardt on Sat, 11 October 2008 12:42
		Re: Transpose(A)PA By: Vince Hradil on Fri, 10 October 2008 08:03

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