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Re: [Bug-gsl] bug in gsl_multifit_wlinear
From: |
Brian Gough |
Subject: |
Re: [Bug-gsl] bug in gsl_multifit_wlinear |
Date: |
Fri, 27 May 2005 18:48:26 +0100 |
Richard Mott writes:
> There is a bug in gsl_multifit_wlinear (and presumably in
> gsl_multifit_linear too). The problem manifests itself when the design
> matrix X is not of full rank. The documentation says that this case is
> handled correctly in the singular value decompostion by setting the tiny
> SVD components to 0. In fact his doesn't happen. Instead the function
> returns a huge and non-sensical chisq value. The block of code in
> question is
Thanks, yes, the handling of near-zero singular values could be
improved... I've added an entry to the BUGS file for this.
--
Brian Gough
Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/