Sparse matrix in OLS , sparse matrix transpose and multiply

2 vues (au cours des 30 derniers jours)
Nooshin Mahmoodi
Nooshin Mahmoodi le 9 Déc 2018
Modifié(e) : Bruno Luong le 11 Déc 2018
I need to estimate B in this equation that u = error Y = B * X + u
the estimator of B = (inv (X '* X)) * (X' * Y)
X and Y are sparse matrix, how can I do it?
I use sparseinv instead of inv but I dint know how transpose it and maltiple them, Is there any one to know it?

Réponse acceptée

Star Strider
Star Strider le 11 Déc 2018
See if the lsqr (link) function will do what you want.

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Bruno Luong
Bruno Luong le 9 Déc 2018
  2 commentaires
Nooshin Mahmoodi
Nooshin Mahmoodi le 11 Déc 2018
I can not use this because the matrix dimensions are not the same,
y is 15722*1 sparse double
and
X is 15772 *6 sparse double
Bruno Luong
Bruno Luong le 11 Déc 2018
Modifié(e) : Bruno Luong le 11 Déc 2018
B*X
must have 6 columns, and there is not B that can makes it becomes 1 column.
Unless if you ask to solve B for y = X*B then in this case
B = X\Y
Matrix multiplication must be expressed with correct order.

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