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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] cache-friendly matrix inverse
- From: Christian Mayer <mail@xxxxxxxxxxxxxxxxx>
- Date: Wed, 13 May 2009 22:02:31 +0200
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Robert Lupton the Good schrieb:
> I'm not sure that this is still on-topic, but if you have a model
> [...] least-squares estimate [...]
>
> So you really need to invert a matrix. You can invert it any
> way you like (e.g. eigen-value decomposition; Gaussian elimination; ...)
> but invert it you must.
Well, I knew that you don't need to calculate an explicit inverse there
(it would have surprised me that such a standard task would invalidate
the no-inversion-in-numerics rule).
You need a SVD in this case. Anyway, as soon as you've got a numerical
task to solve, it's allways a good idea to have a look at the numerical
recepies book, in this case Chapter 15.4:
http://www.fizyka.umk.pl/nrbook/c15-4.pdf
This leaves the question unanswered if these few posts are off-topic?
I guess: no. It's just a discussion about a usecase of Eigen ;)
CU,
Chris
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