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## Re: Matrix regression of distnce matrices + non negative least square

 From: Jaroslav Hajek Subject: Re: Matrix regression of distnce matrices + non negative least square Date: Mon, 7 Sep 2009 15:39:04 +0200

```On Mon, Sep 7, 2009 at 2:38 PM, Corrado<address@hidden> wrote:
> Dear friends,
>
> I would like to solve the following regression problem:
>
> y=c1 x1 + c2 x2 + .... + cn xn
>
> where the y, xi are all matrices and the ci are constants that need to be
> determined. The y, xi are distance matrices (symmetric). Obviously ci should
> be forced to positive or null (i.e. non negative).
>
> Any suggestion?
>

First convert the linear system into canonical form (matrix of
coefficients and vector of rhs), then use lsqnonneg.
Since the matrices are symmetric, extracting just lower/upper
triangular parts will suffice. The best way how to do the first will
depend on the dimensionality of your problem and how your data is
stored.

regards
--
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz

```

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