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MathGroup Archive 2005

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Re: least-squares problem: B ~ X.A

  • To: mathgroup at smc.vnet.net
  • Subject: [mg57381] Re: [mg57329] least-squares problem: B ~ X.A
  • From: Sseziwa Mukasa <mukasa at jeol.com>
  • Date: Thu, 26 May 2005 04:31:24 -0400 (EDT)
  • References: <200505251002.GAA03952@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

On May 25, 2005, at 6:02 AM, Pascal wrote:

> Hi,
>
> I would like to find the solution of the least-squares problem: B ~
> X.A,
> that is, given matrices B and A, find matrix X which minimizes the
> difference between B and X.A
> (typical dimensions, B: 500x60, X: 500x5, A: 5x60)
> Can Mathematica do that?
>

I believe the pseudoinverse satisfies your requirement, in particular  
X = B.PseudoInverse[A].

Regards,

Ssezi


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