Re: Need help with method of least squares

On Aug 5, 3:17 am, pereges <Brol...@xxxxxxxxx> wrote:

Ok, I'm from computer science and I really don't understand this part.
Linear least squares require that you take the square of difference
between right and left hand sides of every equation and then sum it
up, and then find the minimum of the function. If there are two
unknowns x and y then you find the partial derivative of this function
with respect to x first to find value of x and then with respect to y
to find out the value of y. But in my case my unknowns are partial
derivatives themselves. So how to differentiate ??

You have an unknown 2x2 matrix, call it X, and three linear systems
of the type X u_i = v_i, i=1,2,3 where the vectors u_i and v_i are
known. Compile these vectors as column vectors of two 2x6 matrices,
call them U and V. Then you have six equations, which can be given
in matrix form as X U = V. Multiply from the right with U' and get
X (UU') = VU'. This is the normal equation for the least-squares
problem and can be solved uniquely if U has full row rank. Solve for
each row of X in turn.
.

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