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[Help-gsl] SV Decomposition.

From: Nomesh Bolia
Subject: [Help-gsl] SV Decomposition.
Date: Thu, 19 Feb 2004 22:49:43 +0530 (IST)


I am using SV Decomposition to solve a least squares problem. Regarding 
the same, I have two queries:

1> In solving y = Xr (notations, as per the GSL reference manual), how do 
I go about solving if X has only one column. 

2> To implement a non-negative least squares (least squares with
constraints of non-negativity on all solution component) routine, I need
to solve the ordinary least squares (y = Xr) when there are 1 or more than
one (Upto K-1 where K = no of columns in X) columns taking a value zero.
As is clear, this problem would not have a unique solution (since X'*X is 
singular). But, would the solution given by the gsl_multifit routine be 
correct under all circumstances? Or would there some issues which need to 
be taken care before passing on such an X as argument to the gsl_multifit 

Looking forward to some ideas/help/suggestions,

Thanks and Regards,
Nomesh Bolia.

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