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## Re: [Help-gsl] Question about Multi-fit linear regression

**From**: |
Brian Gough |

**Subject**: |
Re: [Help-gsl] Question about Multi-fit linear regression |

**Date**: |
Thu, 13 Sep 2007 12:06:10 +0100 |

**User-agent**: |
Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI) |

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/