Sparse matrix in OLS , sparse matrix transpose and multiply

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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?

Akzeptierte Antwort

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

Weitere Antworten (1)

Bruno Luong
Bruno Luong am 9 Dez. 2018
  2 Kommentare
Nooshin Mahmoodi
Nooshin Mahmoodi am 11 Dez. 2018
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 am 11 Dez. 2018
Bearbeitet: Bruno Luong am 11 Dez. 2018
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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