Normal equation: What if XTX is non-invertible? (singular/degenerate) R: ginv(X’*X)*X’y from {MASS} Octave: pinv(X’*X)*X’y Advertisements

Normal equation: What if XTX is non-invertible? (singular/degenerate) R: ginv(X’*X)*X’y from {MASS} Octave: pinv(X’*X)*X’y Advertisements

Tagged with: common causes for the non-invertibility, Generalized Inverse of a Matrix, ginv, inv, invertibility, MASS, pinv, pseudo-inverse, solve R

Posted in Coursera

Posted in Coursera