Cheg 258 - Lecture Notes - Feb. 7, 2000

Announcements

• Remember the tutorial session in room 140 DBTL today at 6PM.

Class notes

The main points of the lecture were

• The Normal Equations

Goals:

• Set up and solve linear regression problems in matrix form.

Reading

• The class notes and Ch. 6 of Kahaner and Hanna.

Questions of the Day

• In regression, why do we minimize the sum of the squares of the distance between the data and the fitted curve, rather than the sum of the distance itself?
• If we have 3 independent modeling functions and 1000 data points, will the normal equations be susceptible to conditioning errors due to large n?

Matlab Example Codes

example 9