From: Paul K. <pki...@us...> - 2006-01-01 17:05:54
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On Jan 1, 2006, at 4:20 AM, William Poetra Yoga Hadisoeseno wrote: > OK, today I finally finished the function (I think). I used Paul's > notes at the end of wsolve.m. Take a look at the attachment ;) You are not using the economy QR decomposition. This can lead to very large matrices for over determined systems. Also, you should generally avoid computing the full inverse as part of solving a system. It is more expensive and I believe less stable than working directly off the QR decomposition that you have already computed. Any reason you did not use my wsolve code as it stands? Similarly, do you have a reason for not using the code I sent for computing confidence intervals, which also avoids direct computation of the inverse? If there is some reason to prefer your code I would like to know what it is. - Paul |