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LU factorization and numerical stability

Ramine

10/23/2014 7:59:00 PM


Hello,


As you have noticed i have implemented a multiple linear regression
program here:

https://sites.google.com/site/aminer68/multiple-linear-...


And since i am using an optimized LU factorization method that uses SSE2
instructions to compute the inverse matrix, this will give a more
numerically stable method to compute the inverse.

Cause LU factorization is a more numerically stable method, read here:


http://www.metacademy.org/graphs/concepts/lu_fac...



Amine Moulay Ramdane.