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May 8, 2014 at 13:36 history edited Alec Jacobson CC BY-SA 3.0
added full recipe for answer
May 8, 2014 at 13:31 history edited Alec Jacobson CC BY-SA 3.0
added full recipe for answer
May 8, 2014 at 13:29 vote accept Alec Jacobson
May 8, 2014 at 12:00 comment added Alec Jacobson I'm happy to implement my own approach with QR if it avoids a dense matrix of singular vectors...
May 8, 2014 at 4:06 comment added Conder The SVD will give the answer, but it's not always the minimal amount of work to get a desired datum. They are implementations for sparse cases. stats.stackexchange.com/questions/41259/… I expect that using one of them is probably better than trying to implement one's own minimalist approach (with QR rather than full SVD).
May 7, 2014 at 14:32 comment added Alec Jacobson My matrices are very large and sparse, so complete SVD is not really an option (I assume).
May 7, 2014 at 8:54 comment added Igor Khavkine Does SVD not give you what you want?
May 6, 2014 at 22:17 answer added Alex Becker timeline score: 4
May 6, 2014 at 22:12 comment added Alec Jacobson Preemptive strike: Here's an example of an under and over determined system: $$\left(\begin{array}{ccc}1&0&0\\1&0&0\\0&1&0\end{array}\right)\left(\begin{array}x_1\\x_2\\x_3\end{array}\right) = \left(\begin{array}{c}4\\5\\6\end{array}\right)$$
May 6, 2014 at 22:04 history asked Alec Jacobson CC BY-SA 3.0