[julia-users] Re: Regression on a singular matrix

Thank you, that makes sense. Looking forward to 0.4! On Wednesday, September 16, 2015 at 10:20:50 PM UTC-4, Simon Kornblith wrote: > > \ is supposed to use pivoted QR by default, which a standard way to solve > least squares when X is not full rank. It gives me a LAPACKException on 0.3 > too, b

[julia-users] Re: Regression on a singular matrix

\ is supposed to use pivoted QR by default, which a standard way to solve least squares when X is not full rank. It gives me a LAPACKException on 0.3 too, but it works for me on 0.4: julia> X2 = [1 2 3; 1 2 5 1 2 -8 2 4 23]; julia> y = [2.3, 5.6, 9.2, 10.5

[julia-users] Re: Regression on a singular matrix

Sorry, "singular" was the wrong word. I meant that the matrix does not have full rank: the columns are not linearly independent. # Linearly independent columns X1 = [1 2 3; 1 2 5 1 2 -8 1 4 23] # Linearly dependent columns (4th row changed X2 = [1 2 3; 1 2 5 1 2 -8

[julia-users] Re: Regression on a singular matrix

On Tuesday, September 15, 2015 at 10:22:47 AM UTC-4, Cedric St-Jean wrote: > > In the discussion of issue 9804 > , > the general consensus seemed to be: > > > Right. "rref" has no use in real numerical coding, but every use in