computing error on least square fitting

조회 수: 6 (최근 30일)
Sumera Yamin
Sumera Yamin 2020년 8월 13일
편집: Sumera Yamin 2020년 8월 16일
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?
  댓글 수: 2
Alan Stevens
Alan Stevens 2020년 8월 15일
0.019 is 1.9% not 19%.
Sumera Yamin
Sumera Yamin 2020년 8월 15일
oh yes obviously, thx for correction

댓글을 달려면 로그인하십시오.

답변 (1개)

Bruno Luong
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
Bruno Luong
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
Sumera Yamin 2020년 8월 15일
Sorry i am not getting hang of it. " The fit has a relative l2-norm residual of 1.9%." how would i interpret this statement in terms of accuracy of my solution.
"The fit error usually designates the difference between the true and the estimated fit (parameters)" how can i calculate fit error?

댓글을 달려면 로그인하십시오.

카테고리

Help CenterFile Exchange에서 Interpolation에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by