Sparse matrix in OLS , sparse matrix transpose and multiply

I need to estimate B in this equation that u = error Y = B * X + u
the estimator of B = (inv (X '* X)) * (X' * Y)
X and Y are sparse matrix, how can I do it?
I use sparseinv instead of inv but I dint know how transpose it and maltiple them, Is there any one to know it?

 Accepted Answer

See if the lsqr (link) function will do what you want.

More Answers (1)

B = Y/X

2 Comments

I can not use this because the matrix dimensions are not the same,
y is 15722*1 sparse double
and
X is 15772 *6 sparse double
B*X
must have 6 columns, and there is not B that can makes it becomes 1 column.
Unless if you ask to solve B for y = X*B then in this case
B = X\Y
Matrix multiplication must be expressed with correct order.

Sign in to comment.

Categories

Find more on Sparse Matrices in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!