From: Patrick Alken <patrick.alken@colorado.edu>
To: gsl-discuss@sourceware.org
Subject: Re: gsl_multifit_linear fails in a certain case
Date: Tue, 20 Nov 2007 21:41:00 -0000 [thread overview]
Message-ID: <20071120214109.GA4016@hippogriff.physics.drexel.edu> (raw)
In-Reply-To: <87sl307idd.wl%bjg@network-theory.co.uk>
> Perhaps the manual needs to be clearer about what is computed, which
> is the unique least squares solution that has minimum norm solution
> coefficients |c|^2 (this only comes into play if there's a null space
> - otherwise there's only one solution anyway). The idea is to
> minimise any spurious components of the solution. This is usually
> what is needed when fitting data and pretty standard.
>
> When the rhs=0 and there is one singular value there is still an
> infinite number of solutions, as the overall scale is
> undetermined. The least squares choice is to return the minimum norm
> solution, i.e. zero.
>
> In the help-gsl question, which was about fitting the equation for a
> plane, the appropriate method is orthogonal regression rather than
> linear regression, as there's no dependent variable.
Yes, after thinking about the problem some more I realized its a bit
more complicated than I originally thought.
prev parent reply other threads:[~2007-11-20 21:41 UTC|newest]
Thread overview: 3+ messages / expand[flat|nested] mbox.gz Atom feed top
2007-11-20 6:07 Patrick Alken
2007-11-20 20:50 ` Brian Gough
2007-11-20 21:41 ` Patrick Alken [this message]
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