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

*To*: mathgroup at smc.vnet.net*Subject*: [mg57396] Re: least-squares problem: B ~ X.A*From*: dh <dh at metrohm.ch>*Date*: Thu, 26 May 2005 04:31:58 -0400 (EDT)*References*: <d71ipr$46a$1@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

H Pascal, this is not a well posed problem. In your example, you will have 2500 unknowns and 500 equations. Therefore, you must impose some additional constraints on X. E.g. if you may reduce X to dimension (500,1). Sincerely, Daniel 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? > > Thank you for your help. > Pascal. >