[Numpy-discussion] linear algebra help

Quilby quilby at gmail.com
Sat May 16 09:01:00 EDT 2009


Hi-
This is what I need to do-

I have this equation-

Ax = y

Where A is a rational m*n matrix (m<=n), and x and y are vectors of
the right size. I know A and y, I don't know what x is equal to. I
also know that there is no x where Ax equals exactly y. I want to find
the vector x' such that Ax' is as close as possible to y. Meaning that
(Ax' - y) is as close as possible to (0,0,0,...0).

I know that I need to use either the lstsq function:
http://www.scipy.org/doc/numpy_api_docs/numpy.linalg.linalg.html#lstsq

or the svd function:
http://www.scipy.org/doc/numpy_api_docs/numpy.linalg.linalg.html#svd

I don't understand the documentation at all. Can someone please show
me how to use these functions to solve my problem.

Thanks a lot!!!

-quilby



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