Quote:
Originally Posted by sirwin
It takes my algorithm 9 seconds to produce the 2696 x 2696 A matrix
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I like to call that symmetric positive definite 2696x2696
normal equations matrix the
N matrix... to distinguish it from the 17842x2696 dichotomous
design matrix A.
Ax = b .. overdetermined system of linear equations (has no exact solution)
N = A'*A
d = A'*b
Nx = d .. linear system of normal equations (whose solution is the least squares solution for Ax=b)