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From: | Patrick Alken |
Subject: | [Bug-gsl] [bug #41266] Tikhonov regularization for least squares |
Date: | Fri, 17 Jan 2014 18:31:17 +0000 |
User-agent: | Mozilla/5.0 (X11; Linux i686 on x86_64; rv:26.0) Gecko/20100101 Firefox/26.0 |
URL: <http://savannah.gnu.org/bugs/?41266> Summary: Tikhonov regularization for least squares Project: GNU Scientific Library Submitted by: psa Submitted on: Fri 17 Jan 2014 06:31:16 PM GMT Category: None Severity: 3 - Normal Operating System: Status: None Assigned to: psa Open/Closed: Open Release: Discussion Lock: Any _______________________________________________________ Details: Investigate if its feasible to add a simple Tikhonov regularization matrix to least squares solutions: A^T A ==> A^T A + mu^2*I have another API function to specify mu. Does it make sense to instead pass a vector diag(D) so the user can selectively damp coefficients instead of damping every coefficient? _______________________________________________________ Reply to this item at: <http://savannah.gnu.org/bugs/?41266> _______________________________________________ Message sent via/by Savannah http://savannah.gnu.org/
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