[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: Problem of polyfit
From: |
Paul Kienzle |
Subject: |
Re: Problem of polyfit |
Date: |
Thu, 6 Oct 2005 21:45:45 -0400 |
On Oct 6, 2005, at 6:34 AM, Tetsuro KURITA wrote:
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.
In generaly,
inv(a*b) \= inv(b)*inv(a)
If both of a and b are nonsingular matrixes, the following equation is
right.
inv(a*b) = inv(b)*inv(a)
Acutually, in some case, polyfit.m give bad result.
Please check if wpolyfit works better for you. I tested it using the
NIST Statistical Reference Datasets
(http://www.itl.nist.gov/div898/strd/). See
octave-forge/main/optim/test_polyfit.m for details.
wpolyfit gives a similar fit to polyfit but does a better job of
estimating the uncertainty. In any case, the results are generally
accurate to 10^-9 or better relative error.
I tried your formula in wsolve (from octave-forge):
x = inv(A'*A)*(A'*y);
and the results were worse, particularly on the Filippelli test.
If you have a dataset for which polyfit performs particularly poorly
please post it to the list.
Thanks,
- Paul
-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.
Octave's home on the web: http://www.octave.org
How to fund new projects: http://www.octave.org/funding.html
Subscription information: http://www.octave.org/archive.html
-------------------------------------------------------------
- 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,
Paul Kienzle <=
- 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
Re: Problem of polyfit, Fredrik Lingvall, 2005/10/06
Re: Problem of polyfit, Dmitri A. Sergatskov, 2005/10/07