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Questions on the algorithmic/computational aspects of linear algebra, including the solution of linear systems, least squares problems, eigenproblems, and other such matters.

0 votes
2 answers
983 views

Finding matrix form of Ellipsoid given general form

I have data that I would like to fit with an ellipsoid and I am currently fitting it via the following Matlab commands: xs = pts(:,1); ys = pts(:,2); zs = pts(:,3); A0 = [xs.^2 ys.^2 zs.^2 xs.*ys ys …
drjrm3's user avatar
  • 2,159
3 votes
2 answers
978 views

Linear regression via SVD not producing best fit with escalating polynomial degree

I am using a basic singular value decomposition (via LAPACK) routine in FORTRAN to solve an overdetermined system in the form of $A\cdot X = B$ where $\mathrm{size}(A) = [m,n]$ with $m > n$. My sampl …
drjrm3's user avatar
  • 2,159
4 votes

Can the solution of a linear system of equations be approximated for only the first few vari...

The long answer is...sort of. You can re-arrange your system of equations such that the farthest right $k$ columns are the variables which you wish to solve for. Step 1: Perform Gaussian Elimination …
drjrm3's user avatar
  • 2,159
4 votes
1 answer
99 views

Does the covariance matrix in Least Squares depend upon the input data?

I had always assumed that the covariance matrix depends upon the amount and quality of your input data, but I am finding out that this is not the case. Is this true? We want to fit $f(t) = \Sigma_{i= …
drjrm3's user avatar
  • 2,159
0 votes
1 answer
105 views

Most efficient way to compute eigenvectors / values of this matrix?

I have a symmetric $ 3 \times 3 $ matrix $A$ and I need to compute the eigenvectors and eigenvalues of this. I know that I can use something like Lapack, but I also know that this can be computed anal …
drjrm3's user avatar
  • 2,159
1 vote
1 answer
1k views

Constrained linear least squares matrix equation

It has been a while since I have done linear least squares, so forgive the simple question, but here goes: I am attempting to find the best fit coefficients, $\{c_i\}$, of a linear combination of bas …
drjrm3's user avatar
  • 2,159
9 votes
3 answers
1k views

What should be the criteria for accepting/rejecting singular values?

I am solving a system using singular value decomposition. The singular values (before scaling) are: 1.82277e+29 1.95011e+27 1.15033e+23 1.45291e+21 4.79336e+17 7.48116e+15 8.31087e+12 1.71838e+11 5.6 …
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