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[Help-gsl] Re: constraints over variables?


From: Rodney Sparapani
Subject: [Help-gsl] Re: constraints over variables?
Date: Fri, 18 May 2007 10:49:50 -0500
User-agent: Thunderbird 2.0.0.0 (X11/20070419)

Claudio Ochoa wrote:
Hi, I am pretty new to gsl, and I am using a SV
decomposition thru gsl_linalg_SV_solve() to solve a linear
least squares problem.
Since I have some extra information about the variables, for
instance, I know that some of them are negative or positive,
I was wondering if it is possible to input this information
somehow to gsl in order to obtain more accurate results.
Otherwise, many times the results I get from the function
above assign "not allowed" values to certain variables.

Any help will be appreciated.

Thanks
  Claudio

If a particular coefficient goes in the wrong direction,
just removing it from the model will set it to zero.  This
would be easy to automate if only one coefficient is the
problem.

Rodney





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