| hfti {lsei} | R Documentation |
Solves the least squares problem using Householder forward triangulation with column interchanges. It is an R interface to the HFTI function that is described in Lawson and Hanson (1974, 1995). Its Fortran implementation is public domain and is available at http://www.netlib.org/lawson-hanson.
hfti(a, b, tol=1e-7)
a |
Design matrix. |
b |
Response vector or matrix. |
tol |
Tolerance for determining the pseudorank. |
Given matrix a and vector b, hfti solves the
least squares problem:
minimize || a x - b ||.
b |
first |
krank |
psuedo-rank |
rnorm |
Euclidean norm of the residual vector. |
Yong Wang <yongwang@auckland.ac.nz>
Lawson and Hanson (1974, 1995). Solving least squares problems. Englewood Cliffs, N.J., Prentice-Hall.
a = matrix(rnorm(10*4), nrow=10) b = a %*% c(0,1,-1,1) + rnorm(10) hfti(a, b)