how to most efficiently solve equation?
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Hi, I have the following data (see file attached)
f 8594x93 matrix w 8594x1 vector z 1x93 vector
I want to now find a vector w1 (8594x1) such that w1' * f = z. Asked differently, how does w1 need to look if when multiplied with f gives exactly z?
What is the most efficient way of setting this up in Matlab? Thanks GonzalesSpeedy
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SpeedyGonzales
on 13 Jan 2018
3 Comments
Roger Stafford
on 13 Jan 2018
Edited: Walter Roberson
on 14 Jan 2018
It is important to realize that your problem is the equivalent of having 93 linear equations in 8594 unknowns. Consequently the solution obtained by z/f will be far from unique. In fact it probably has some 8501 degrees of freedom. Matlab uses a kind of "least-squares" optimization in making its selection out of all these possibilities. See the website:
Matt J
on 14 Jan 2018
SpeedyGonzales' comment moved here:
Thank you Roger for your comment. For the time being it is not ultimately important to have the optimal solution, just one that satisfies my conditions suffices.
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