Mercurial > hg > octave-avbm
changeset 13823:94a37dae80a9
Use a cheaper Cholesky decomposition than a rank() svd in ols.m
author | Jordi Gutiérrez Hermoso <jordigh@octave.org> |
---|---|
date | Fri, 04 Nov 2011 18:55:27 -0400 |
parents | 38e3bfc4e076 |
children | aa0cba2256f4 |
files | scripts/statistics/base/ols.m |
diffstat | 1 files changed, 4 insertions(+), 4 deletions(-) [+] |
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--- a/scripts/statistics/base/ols.m +++ b/scripts/statistics/base/ols.m @@ -109,12 +109,12 @@ ## Start of algorithm z = x' * x; - rnk = rank (z); + [u, p] = chol (z); - if (rnk == nc) - beta = inv (z) * x' * y; + if (p) + beta = pinv (x) * y; else - beta = pinv (x) * y; + beta = u \ (u' \ x' * y); endif if (isargout (2) || isargout (3))