[Gretl-devel] Re: eval and matrix right division (/)
On Sat, Jan 14, 2023 at 12:48 PM Sven Schreiber
<sven.schreiber(a)fu-berlin.de> wrote:
Am 14.01.2023 um 15:44 schrieb Cottrell, Allin:
On Sat, Jan 14, 2023 at 5:59 AM Sven Schreiber
<sven.schreiber(a)fu-berlin.de> wrote:
<console>
? m = ones(4,3)
? div = {1, 0.2, 5}
? X = m / div
Ungültiges Argument # = invalid arg
What version of gretl is giving you that error? I'm not seeing any error there.
Well, it's the recent snapshot on Windows from Jan 7th.
I just tried the Jan 1 and Jan 10 Windows snapshots, in both English
and German, and saw no such error. I can't really believe in this
error without seeing a screenshot where the relevant commands are
prefaced by "clear".
But obviously the result is wrong and it's clear that in linear
algebra terms there is no solution. So what is eval doing there?
It's doing just what Matlab's mrdivide() does, namely, computing a
least squares solution in the non-square case. This point is not
documented in the matrix chapter of the Gretl User's Guide, something
that should be fixed.
Right, OK. So what's actually recommended in those and similar cases, using the
mols() function or the "/" or "\" operators? (Provided the residuals
aren't wanted afterwards, which are only provided by mols.)
Is a recommendation really called for here? I mean, do as you please:
the results will be the same to machine precision.
One might say that enabling the least-squares solution via "/" is
redundant given the existence of mols(), but if it were not enabled
our right-division wouldn't work like other software such as Matlab,
and cross-compatibility is nice to have if it's not too hard to
arrange.
BTW the matrix chapter of the Guide (in git) now gives a fuller
account of right-division.
Allin