[Boost-users] Re: ublas and matrix expression

From: Russell Hind (rhind_at_[hidden])
Date: 2004-04-08 10:36:17

Angus Leeming wrote:
> 
> X is 500x5
> trans(X) is 5x500
> prod(trans(X),X) is 5x5, which is a square matrix. So, yes, it can be 
> inverted (all other requirements assumed satisfied...). And if it's 
> 5x5 the lu_ functions are perfect. In fact, you could probably invert 
> it by hand ;-)
> 

Is there no method in ublas that can invert it?  I haven't done matrices 
for years, and don't have any docs on doing it.

The initial problem I'm trying to solve is

a = (X^T X)^-1 X^T y

where y is a 500 row vector and X is the 500 x 5 matrix.  But I can't 
use lu_* with the compiler/boost version I have.

ublas::solve says it does A^-1 * b but what is the tag parameter passed 
to it?   It can be lower_tag or upper_tag but I can't find what these 
mean in the docs, or the difference between them or which I should be using.

Thanks

Russell