Effect of singuar

• Oct 29th 2010, 03:01 AM
noob mathematician
Effect of singuar
Suppose I have:

$\theta=(X^\top X)^{-1}X^\top y$

What is the effect on the value $\theta$ if ( $X^\top X$) is almost singular?
• Oct 29th 2010, 04:15 AM
Drexel28
Quote:

Originally Posted by noob mathematician
Suppose I have:

$\theta=(X^\top X)^{-1}X^\top y$

What is the effect on the value $\theta$ if ( $X^\top X$) is almost singular?

What does "almost singular" mean? I assume that you mean $\det X^{T}X$ is small in modulus?
• Oct 29th 2010, 05:41 AM
noob mathematician
Yes that's what I mean. Does it make sense?