Effect of singuar

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October 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?
October 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?
October 29th 2010, 05:41 AM
noob mathematician

Yes that's what I mean. Does it make sense?

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