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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
- Matrix regression of distnce matrices + non negative least square, Corrado, 2009/09/07
- Re: Matrix regression of distnce matrices + non negative least square,
Jaroslav Hajek <=
- Re: Matrix regression of distnce matrices + non negative least square, Corrado, 2009/09/07
- Re: Matrix regression of distnce matrices + non negative least square, Jaroslav Hajek, 2009/09/07
- Re: Matrix regression of distnce matrices + non negative least square, Corrado, 2009/09/07
- Re: Matrix regression of distnce matrices + non negative least square, Corrado, 2009/09/10
- Re: Matrix regression of distnce matrices + non negative least square, Jaroslav Hajek, 2009/09/10
- Re: Matrix regression of distnce matrices + non negative least square, David Bateman, 2009/09/10
- Re: Matrix regression of distnce matrices + non negative least square, Francesco Potorti`, 2009/09/11
- Re: Matrix regression of distance matrices + non negative least square, Corrado, 2009/09/07