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Re: Problem of polyfit

From: Fredrik Lingvall
Subject: Re: Problem of polyfit
Date: Fri, 07 Oct 2005 14:41:17 +0200
User-agent: Mozilla Thunderbird 1.0.6 (X11/20051004)

Tetsuro KURITA wrote:

On 2005/10/07, at 17:32, Fredrik Lingvall wrote:

Can you post the output of  norm( inv(X'*X)*X'*y - (X'*X)\X'*y )?

The result is as follows.

octave> norm(inv(X'*X)*(X'*y) - (X'*X)\(X'*y))
warning: matrix singular to machine precision, rcond = 3.02246e-112
warning: attempting to find minimum norm solution
ans = 50.504

When calculating (X'*X)\(X'*y), warning message raise.

 Tetsuro KURITA
  E-mail: address@hidden

OK. Then X'*X do not have full rank (i.e., som eigenvalues are very small) and the inverse do not exist.

Try for example,

[U,D,V] = svd(X'*X);

You will probably see that some singular values are very close to zero and a direct inverse of
X'*X will result in strong noise amplification.


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