computing error on least square fitting
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Hi, i slove a system of equations (Ax-b) using least square method. i get an output with x like [2.5; -11.1; 0.8; 0.5]. the status flag is zero with system converging at iteration 2 and relative residual of 0.019. I want to calculate the error on my fit i--e with which certainity my solution is accurate. Can i claim that the residual which is norm of (Ax-b)/b means that my fit has an error of 1.9%?if not how can i calculate error on my fit?
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Bruno Luong
2020년 8월 15일
Can i claim that the residual which is norm of (Ax-b)/b
No make it
norm(A*x-b) / norm(b)
댓글 수: 3
Sumera Yamin
2020년 8월 15일
Bruno Luong
2020년 8월 15일
If you want an unnambiguous mathematical statement, just state exactly what mean:
norm(A*x-b) / norm(b) is approximatively 0.019
At your place I would say in the speaking language
The fit has a relative l2-norm residual of 1.9%.
The fit error usually designates the difference between the true and the estimated fit (parameters). So to me you shouldn't use the word "error."
Sumera Yamin
2020년 8월 15일
카테고리
도움말 센터 및 File Exchange에서 Least Squares에 대해 자세히 알아보기
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