Solving an equation through optimization..........
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Y=Ax
y is a mX1 matrix
A is a mXn matrix
x is a nX1 matrix
AA'=I
Here we apply optimization technique to solve x instead of taking inverse of A. Will you explain me why...............Please help me........
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Walter Roberson
am 25 Feb. 2013
inverse is only strictly defined for square matrices.
You could use pinv() or the backslash operator ('\')
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Walter Roberson
am 25 Feb. 2013
There are good reasons to not use inv however. The main one is
numerical considerations.
Here is the second paragraph of the description for inv in the documentation:
In practice, it is seldom necessary to form the explicit inverse of a matrix. A frequent misuse of inv arises when solving the system of linear equations.
One way to solve this is with x = inv(A)*b. A better way, from both an execution time and numerical accuracy standpoint, is to use the matrix division operator x = A\b. This produces the solution using Gaussian elimination, without forming the inverse. See \ and / for further information.
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