Erm, apologies, I meant:
inv=: [: gesv_jlapack_ ] ; [: =@i. $
On 09/01/2014 05:10 PM, Scott Locklin wrote:
So, I've been screwing around with neural nets, and built a learner
with simple linear regression output nodes. The nature of this beast
is you have to invert a big matrix which is close to singular. Because
I am a big numerics nerd, I remembered to add a small number to the
diagonal in order to get an answer .... buuuut ... QR decomposition is
not so good for this.
I spent a few hours wondering why lapack gels and %./domino were not
giving me a proper inverse, when I remembered that LU decomposition is
the way to go for the "near singular" case.
So, if you ever find yourself adding small diagonals to an array when
'%.' barfs at you, reach for
inv=: [: gesv_jlapack_ ] ; [: =@i.
-it will work better.
-SL
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