Russell Hind wrote:
I have an expression
a = (X^T * X)^-1 * X^T * y
where x is an n * k matrix and y is an n row vector
How do I implement this expression in ublas? I can create and populate the matrices and can do the product of matrices and the transpose use prod and trans, but I'm unsure on the ^-1. Can I do this with ublas?
(I don't know much about matrices, but have been given the above expression as a way of finding a polynomial fit for a set of data).
Hi, Russell. You are trying to solve a matrix expression. A = B^-1 * C*D is equivalent to B*A = B*B^-1 * C*D which collapses to B*A = C*D So, you can reprase your problem as solve the system B*A = E where B,E are known, E=C*D, to give the unknown A. Have a look at the (undocumented :-() lu_factorize and lu_substitute routines. They should enable you to complete the task. HTH, -- Angus