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Hi,
I need to find a least squares solution to an overdetermined system of linear equations of the form XA=B.
I read the LAPACK documentation, but it only seems to solve equations of the form AX=B. I know that I can use the identity:
XA=B <-> A'X' = B'.
Is there a more elegant way to solve this?
Thanks,
Hagai.
I need to find a least squares solution to an overdetermined system of linear equations of the form XA=B.
I read the LAPACK documentation, but it only seems to solve equations of the form AX=B. I know that I can use the identity:
XA=B <-> A'X' = B'.
Is there a more elegant way to solve this?
Thanks,
Hagai.
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Well, apparently there is a much simpler solution since the matrix is triangular.
However, I am getting a crash when trying to solve for a large matrix. I'll open a new thread.
Hagai.
However, I am getting a crash when trying to solve for a large matrix. I'll open a new thread.
Hagai.
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Quoting - hagai_sela
Well, apparently there is a much simpler solution since the matrix is triangular.
However, I am getting a crash when trying to solve for a large matrix. I'll open a new thread.
Hagai.
However, I am getting a crash when trying to solve for a large matrix. I'll open a new thread.
Hagai.
well, just for forum user's referencies - "http://software.intel.com/en-us/forums/showthread.php?t=69565"

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