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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.
>