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Least squalres fit for a multidimensional... Expand / Collapse
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Posted Monday, June 09, 2008 11:50 AM Post #482
 

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I need to compute coeficients for a multidimensional polynomial.
Is the procedure Matrix.Solve suitable for this type of operation like in Polynomial class?

George Polevoy
Posted Monday, June 09, 2008 2:46 PM Post #483
 

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Did you see the polynomial fit in the samples folder?

Trifon Triantafillidis

Lead Developer

Bluebit Software

Posted Tuesday, June 10, 2008 10:09 AM Post #484
 

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Yes, but i need to extend this to a function in N dimensions

Here is the pseudocode:

List of Vector X_experimental;
List of double Y_experimental;
Matrix A;
A = Solve(X_experimental, Y_experimental);
...
double multidimensional_polynomial(Vector x, Matrix A);
...
y = multidimensional_polynomial(new Vector(x1,x2,..xN), A);

I think the solver is capable to do it with pseudoinverse method, but I can't figure out what the matrix to solve would be.

George Polevoy
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