[Gretl-devel] matrix error

[Allin Cottrell]

On Wed, 5 Mar 2008, Sven Schreiber wrote:

> Am 03.03.2008 16:05, Sven Schreiber schrieb:
> > Allin Cottrell schrieb:
> 
> > > Maybe for 1.7.4 it's time to insist on "||" for OR.
> > > 
> > 
> > You mean 1.7.3 or 1.7.4? 
> 
> whoops, I missed the release of 1.7.3 that's why I was 
> confused...

I tend to assume that everyone on gretl-users is also on 
gretl-announce, but I suppose it ain't so.

> what's the new matrix division stuff that's described in the 
> changelog?

See Section 12.3 in the User's Guide:

In matrix ``division'', the statement 

matrix C = A/B

is interpreted as a request to find the matrix $C$ that solves 
$BC=A$. If $B$ is a square matrix, this is treated as equivalent 
to $B^{-1}A$, which fails if $B$ is singular.  If $B$ is a $T 
\times k$ matrix with $T > k$, then $C$ is the least-squares 
solution, $C = (B'B)^{-1}B'A$, which fails if $B'B$ is singular.  
Otherwise the operation necessarily fails.

Allin.