Hello everyone. I have a question about the uncertainty of linear minimization. Basically I want to solve for a constrained minimization problem, e.g. using lsqlin function to minimize (C*X-d)^2.
And C and d can have rows higher than X, representing the data. Is there any simple way to obtain the uncertainty of fitted X values, e.g. X=1+-0.1, etc.
Thanks a lot!