From: Kai Trukenmueller <trukenm@ag2.mechanik.tu-darmstadt.de>
To: gsl-discuss@sources.redhat.com
Subject: gsl_multifit
Date: Wed, 19 Dec 2001 13:20:00 -0000 [thread overview]
Message-ID: <20011016225100.A6728@abb121.ram1st.wh.tu-darmstadt.de> (raw)
Hi,
The problem A*x=b with A not square leeds to
x = (A^T *A)^-1 A^T *b
at least analytically.
That should be equivalent to a multidimensional fitting, as in
`gsl_multifit_linear'.
I implemented an example and it works good.
Than I compared it to a simple octave (a free matlab clone) routine,
using
x=A\b;
The results are the same (as it should be), but it surprised me a lot,
that the octave-script works _much_ faster for high dimensions than the
compiled C programm. It seems, that these algorithems are better.
Is that a known problem, or did I use the wrong routines.
Is there any better way for solving A x = b?
--
:wq `Kai Trukenmueller'
next reply other threads:[~2001-12-19 13:20 UTC|newest]
Thread overview: 11+ messages / expand[flat|nested] mbox.gz Atom feed top
2001-12-19 13:20 Kai Trukenmueller [this message]
2001-12-19 13:20 ` gsl_multifit Brian Gough
2001-12-19 13:20 ` gsl_multifit Kai Trukenmueller
2001-12-19 13:20 ` gsl_multifit Brian Gough
2001-12-19 13:20 gsl_multifit Mikael Adlers
2001-12-19 13:20 gsl_multifit Mikael Adlers
2001-12-19 13:20 ` gsl_multifit Kai Trukenmueller
2001-12-19 13:20 ` gsl_multifit Brian Gough
2001-12-19 13:20 ` gsl_multifit Henry Sobotka
2001-12-19 13:20 ` gsl_multifit Brian Gough
2001-12-19 13:20 ` gsl_multifit Dirk Eddelbuettel
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