Fitting equation system for triangular matrix
Matthias Brennwald <[email protected]> Sun, 2 Oct 2022 13:32:50 +0200
| Newsgroups | gmane.comp.gnu.octave.general |
|---|---|
| Message-ID | <CAEzcwTFm0e5chKGbHv6nch0Mn6AK6xs=oi8JvmcrsvdAXighbg@mail.gmail.com> |
I am trying to fit a triangular matrix A to an equation system y = A*x, where x and y are two vectors of the same size. If A would could be just any rectangular matrix, the following would work: x = rand(10,1); y = rand(10,1); # some random vectors A = y/x; # matrix such that y = A*x However, I'd like A to be lower triangular, because the physics behind my problem dictate this. The coefficients in A should be such that A solves y = A*x in a least-squares sense. I suspect this is really a basic linear-algebra question, but I am not sure. How do I do that in Octave? ---------- We are transitioning to a web based forum for community help discussions at https://octave.discourse.group/c/help