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Re: Problem of polyfit
From: |
Paul Kienzle |
Subject: |
Re: Problem of polyfit |
Date: |
Thu, 6 Oct 2005 06:08:35 -0400 |
On Oct 6, 2005, at 5:46 AM, Tetsuro KURITA wrote:
The following code in "polyfit.m" never give the best fit data in the
least squares sense as described in document.
X = (x * ones (1, n+1)) .^ (ones (l, 1) * (n : -1 : 0));
p = X \ y;
This code do nothing to mimimize `sumsq (p(x(i)) - y(i))'.
I think this code should be modified as follows.
X = (x * ones (1, n+1)) .^ (ones (l, 1) * (n: -1 : 0))
W = X'*X
z = X'*y
p = inv(W)*z
p = inv(X'*X)*X'*y
= inv(X)*inv(X')*X'*y
= inv(X)*I*y
= inv(X)*y
= X \ y
wpolyfit does the same with weighting on y, except that it uses QR
decomposition to solve X \ y.
- Paul
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-------------------------------------------------------------
- Problem of polyfit, Tetsuro KURITA, 2005/10/06
- Re: Problem of polyfit,
Paul Kienzle <=
- Re: Problem of polyfit, Tetsuro KURITA, 2005/10/06
- Re: Problem of polyfit, Paul Kienzle, 2005/10/06
- Re: Problem of polyfit, Tetsuro KURITA, 2005/10/06
- Re: Problem of polyfit, Dmitri A. Sergatskov, 2005/10/07
- Re: Problem of polyfit, Tetsuro KURITA, 2005/10/07
- Re: Problem of polyfit, Fredrik Lingvall, 2005/10/07
- Re: Problem of polyfit, Tetsuro KURITA, 2005/10/07
- Re: Problem of polyfit, Paul Kienzle, 2005/10/07
- Re: Problem of polyfit, Fredrik Lingvall, 2005/10/07
- Re: Problem of polyfit, Paul Kienzle, 2005/10/07