Turns out someone asked this before ;) http://tolstoy.newcastle.edu.au/R/e2/devel/07/04/2981.html
Ravi Varadhan wrote: > > QR is good for overdetermined LS problems, and I don't think that it can > be > used for "minimum norm" solution of underdetrmined LS problems. You need > LAPACK's Fortran routine DGELS. I am not sure if this currently available > in R. > > Ravi. > > ---------------------------------------------------------------------------- > ------- > > Ravi Varadhan, Ph.D. > > Assistant Professor, The Center on Aging and Health > > Division of Geriatric Medicine and Gerontology > > Johns Hopkins University > > Ph: (410) 502-2619 > > Fax: (410) 614-9625 > > Email: [EMAIL PROTECTED] > > Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html > > > > ---------------------------------------------------------------------------- > -------- > > > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] > On > Behalf Of yoooooo > Sent: Tuesday, October 16, 2007 11:34 AM > To: r-help@r-project.org > Subject: [R] underdetermined system > > > Hi, sorry, I'm an idiot.. and I know I'm missing something stupid.. > > I thought if we solve an underdetermine system with QR, my soln is: > > min ||x|| (L2 sense) such that Ax = b > > then say i have: > >> w <- matrix(c(1, 5), ncol=2) >> sw = 2 >> qrW = qr(t(w) %*% w) >> qr.coef(qrW, t(w) %*% sw) > [,1] > [1,] 2 > [2,] NA > > but we also have soln (0, 2/5) which obviously has a smaller distance in > L2 > than (2, 0). Am I missing something very obvious? Thanks a lot!!!! > > - yoooooooooooooooooo > > > > -- > View this message in context: > http://www.nabble.com/underdetermined-system-tf4634837.html#a13235711 > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/underdetermined-system-tf4634837.html#a13240230 Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
