Help with linear optimisation problem
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Hi folks,
I'm looking to conduct a linear optimisation and was hoping for some help on the matter.
I have 56 columns of data, with 256 rows each; lets call this set A. I have another column of data, with 56 rows; lets call this set B. I essentially want to correlate each of the 256 values in each column of set A to a single value in set B; lets call this set C.
I want to know which of the 256 values across set C give the best correlation between sets A and B. In other words, which row in set A gives the best correlation to the corresponding value in set B, across all columns of set A.
Any help on this matter would be most appreciated!
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