Re: [eigen] LeastSquares, Pseudo Inverse & Geometry

[Robert Bocquier <robert.bocquier@xxxxxxxxxxx>]

Le 25/01/2010 11:52, Thomas Capricelli a écrit :

That could be a difference, but i cant find information about using eigenvalue problems to fit hyperplanes....

On wikipedia, none of total/ordinary LS page mentions eigenvalue methods, but 
http://en.wikipedia.org/wiki/Simple_linear_regression at least says "The fitted line has the slope equal to the correlation between y and x corrected by the ratio of standard deviations of these variables. The intercept of the fitted line is such that it passes through the center of mass (x, y) of the data points.", which looks very similar to what our current "LeastSquares" does.

So this would be the same as what you call OLS and what the general least square i mentionned would do... ?

Benoit, according to the log, you're the one who did that.... any thought ? :0)

++
Thomas
  

FWIW, in the MDS algorithm, eigenvalues problem is used for solving some form of Least-Squares problem.
http://www.pavis.org/essay/multidimensional_scaling.html#SECTION004310

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