[SciPy-User] Linear algebra problem

Pauli Virtanen pav@iki...
Wed May 23 15:12:59 CDT 2012


23.05.2012 19:47, federico vaggi kirjoitti:
[clip]
> AX = B
[clip]
> I have B and X, and I am trying to calculate A - however, B, is
> null matrix.
>
> What's the most robust way to search for the solution which minimizes
> the residuals, while still not returning a null matrix of A?  X, is
> usually rank deficient, so I know I won't have an exact solution.

This problem is equivalent to looking for the subspace of zero
eigenvalue. You can do an eigenvalue or SVD decomposition of X, and then
grab the solution from the eigen-/singular vectors corresponding to zero
or small eigen/singular values.

-- 
Pauli Virtanen



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