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 Author Comment/Response Tamas Huszak 05/25/12 04:02am Hello! I'm a beginner in Mathematica, and I got stuck in programming a weighted least squares problem. I had the original fitting problem A.x = b where A has 300 rows but only 70 colums, therefore I got an overdetermined system. I found the best solution to be the least sqaures fitting, where I minimize e = A.x-b Now I've got the idea to weigh the fitting, meaining I am now searching for the minimum of e = Transpose[A.x-b].W.(A.x-b) Where W is a matrix with 300 rows and 300 columns only containing values in the diagonal (different weights). I've tried FindMinimum, but had no luck. Also I searched Wolfram but only found solution for single variable problems, whereas I have 70 of them. Thank You! URL: ,

 Subject (listing for 'Weighted least squares') Author Date Posted Weighted least squares Tamas Huszak 05/25/12 04:02am Re: Weighted least squares yehuda 05/27/12 03:16am Re: Re: Weighted least squares Tamas Huszak 05/28/12 2:00pm
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