Displaying 1 result from an estimated 1 matches for "linear_least_squar".
Did you mean:
linear_least_squares
2009 May 13
2
Optimization algorithm to be applied to S4 classes - specifically sparse matrices
Hello.
I am trying to optimize a set of parameters using /optim/ in which the
actual function to be minimized contains matrix multiplication and is of
the form:
SUM ((A%*%X - B)^2)
where A is a matrix and X and B are vectors, with X as parameter vector.
This has worked well so far. Recently, I was given a data set A of size
360440 x 1173, which could not be handled as a normal matrix. I