Sparse matrix in OLS , sparse matrix transpose and multiply
Show older comments
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
More Answers (1)
Bruno Luong
on 9 Dec 2018
B = Y/X
2 Comments
Nooshin Mahmoodi
on 11 Dec 2018
Bruno Luong
on 11 Dec 2018
Edited: Bruno Luong
on 11 Dec 2018
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.
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!