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gsl_multifit
- To: gsl-discuss at sources dot redhat dot com
- Subject: gsl_multifit
- From: Kai Trukenmueller <trukenm at ag2 dot mechanik dot tu-darmstadt dot de>
- Date: Tue, 16 Oct 2001 22:51:00 +0200
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'