bugGNU Scientific Library - Bugs: bug #41266, Tikhonov regularization for least...

 
 

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bug #41266: Tikhonov regularization for least squares

Submitter:  Patrick Alken <psa>
Submitted:  Fri 17 Jan 2014 06:31:16 PM UTC
   
 
Category:  None Severity:  3 - Normal
Operating System:  Status:  Fixed
Assigned to:  psa Open/Closed:  Closed
Release: 

Thu 30 Jan 2014 06:54:52 PM UTC, comment #1: 

this has been added with commit 1d687b9e288ab40a432d450b6a08069b3f630d01

Patrick Alken <psa>
Group administrator
Fri 17 Jan 2014 06:31:16 PM UTC, original submission:  

Investigate if its feasible to add a simple Tikhonov regularization matrix to least squares solutions:

A^T A ==> A^T A + mu^2*I

have another API function to specify mu.

Does it make sense to instead pass a vector diag(D) so the user can selectively damp coefficients instead of damping every coefficient?

Patrick Alken <psa>
Group administrator

 

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    Date Changed by Updated Field Previous Value => Replaced by
    2014-01-30 psa StatusNone Fixed
        Open/ClosedOpen Closed

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