Lorenzo Bolla wrote:
seeing the dimension of your matrix, the easiest way to do that is: 1. compute z = X^T y: z is 5 x 1 2. compute A = X^T X with prod (trans (X), X): A is 5 x 5 3. use LAPACK to solve: A a = z (5 x 5 linear system)
Thats where I've go to, I just need the routines to solve the Aa=z. As mentioned, I don't have boost-1.31.0 so I can't use the lu_* methods from there. I had a quick look at the matrix template library, but didn't have much luck getting it to compile with Borland bcc32. Are there any small, light-weight libraries out there that can solve this? I'd rather something that was source only (as uBlas is), so I don't have to build and link with another library / dll.
ublas::solve only works for particular types of matrices (for example, triangular matrices - upper or lower... - like the tag...).
Thanks, I've just found out what triangular matrices are :) Cheers Russell