Sparse matrix in OLS , sparse matrix transpose and multiply

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Nooshin Mahmoodi
Nooshin Mahmoodi 2018-12-9
编辑： Bruno Luong 2018-12-11
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?

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采纳的回答

Star Strider
Star Strider 2018-12-11
See if the lsqr (link) function will do what you want.

更多回答（1 个）

Bruno Luong
Bruno Luong 2018-12-9
B = Y/X
  2 个评论
Nooshin Mahmoodi
Nooshin Mahmoodi 2018-12-11
I can not use this because the matrix dimensions are not the same,
y is 15722*1 sparse double
and
X is 15772 *6 sparse double
Bruno Luong
Bruno Luong 2018-12-11
编辑：Bruno Luong 2018-12-11
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.

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