Update linear regression to use QR Decomposition

markrogoyski / math-php

Powerful modern math library for PHP: Features descriptive statistics and regressions; Continuous and discrete probability distributions; Linear algebra with matrices and vectors, Numerical analysis; special mathematical functions; Algebra

MIT License

2.33k stars 240 forks source link

Update linear regression to use QR Decomposition #333

Open Beakerboy opened 5 years ago

Beakerboy commented 5 years ago

Using QR decompositions eliminates the need for matrix inverse. It's much less computationally intensive.

markrogoyski commented 5 years ago

Sounds like a good idea.