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[off-topic?] least square problem solution ...


Hi!

I think this is a little bit off topic but I don't know any other list
to ask for help ...

I have the solution of a least square problem: a
= inverse(transpose(M)*M)*transpose(M)*b
where a is kx1, M is Nxk and b is Nx1. I know (due to the nature of the
problem I
have) that some of the rows in M are not very significant and I'd like
to be able to choose the best
set of m rows of M to solve the system and to compute the error you make
by doing so. Is there a
direct procedure to do so? Or it is just a combinatorial problem (bad
for me)?

Thanks in advance.
José Miguel.

--
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Jose Miguel Buenaposada Biencinto
Facultad de Informática                  | Computer Science School
Universidad Politécnica de Madrid  (UPM) | Madrid Tech. University.
Campus de Montegancedo s/n
28660 Boadilla del Monte, Madrid (ESPAÑA)| (SPAIN)
Voice    +34 91 336 69 47
Fax      +34 91 352 48 19
e-mail:  jmbuena@dia.fi.upm.es
web   :  http://www.dia.fi.upm.es/~jmbuena
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Yo soy Precario FPU, ¿ y tu ?: http://www.precarios.org




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