Need Efficient Matrix Regression Method
- To: mathgroup at smc.vnet.net
- Subject: [mg37928] Need Efficient Matrix Regression Method
- From: Moranresearch at aol.com
- Date: Tue, 19 Nov 2002 20:59:14 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Could someone suggest an effcient method for the following
I have a data set comprised on mutiple instances of three types of vectors
A={a1,a2,a3}, B={b1,b2,b3},C={c1,c2,c3}
These vector are each transformed by method M into a 2x 2 matix
MA={{a11,a12},{a21,a22}}
MB={{b11,b12},{b21,b22}}
MC={{c11,c12},{c21,c22}}
The goal is to find the transfer function T by regression ( polynomial,
mutiple linear etc) such that MB-MA = T [MC], then to find T inverse so if
one know MA ,MB they can predict MC.
Thank you.
John