How to resolve the algorithm Multiple regression step by step in the Haskell programming language
How to resolve the algorithm Multiple regression step by step in the Haskell programming language
Table of Contents
Problem Statement
Given a set of data vectors in the following format: Compute the vector
β
{
β
1
,
β
2
, . . . ,
β
k
}
{\displaystyle \beta ={\beta _{1},\beta _{2},...,\beta _{k}}}
using ordinary least squares regression using the following equation: You can assume y is given to you as a vector (a one-dimensional array), and X is given to you as a two-dimensional array (i.e. matrix).
Let's start with the solution:
Step by Step solution about How to resolve the algorithm Multiple regression step by step in the Haskell programming language
The provided Haskell code is using the Numeric.LinearAlgebra and Numeric.LinearAlgebra.LAPACK libraries to solve a linear system and compute the inverse of a matrix.
Here's a step-by-step explanation of the code:
-
Import the necessary libraries:
import Numeric.LinearAlgebra
imports the Linear Algebra library for working with matrices and vectors.import Numeric.LinearAlgebra.LAPACK
imports the LAPACK library for solving linear systems and computing matrix inverses.
-
Define the matrix
m
:m :: Matrix Double
declaresm
as a matrix of typeDouble
.- The matrix is defined using the
(3><3)
constructor, which creates a 3x3 matrix. - The values in the matrix are provided as a list of lists.
-
Define the vector
v
:v :: Matrix Double
declaresv
as a matrix of typeDouble
.- The vector is defined using the
(3><1)
constructor, which creates a 3x1 vector. - The values in the vector are provided as a list.
-
Compute the solution to the linear system Ax = b using the
linearSolveLSR
function:linearSolveLSR m v
computes the least squares solution to the linear systemm * x = v
.- The result is a 3x1 vector representing the solution
x
.
-
Compute the inverse of the matrix
m
using theinv
function and multiply it by the vectorv
:inv m
computes the inverse of the matrixm
.inv m
multiplyv
multiplies the inverse ofm
by the vectorv
.- The result is a 3x1 vector representing the product of the inverse of
m
andv
.
The output shows that the solutions computed using the linearSolveLSR
function and the inverse multiplication method are approximately the same. This demonstrates that the solution to the linear system is correct.
Overall, this code demonstrates how to use the linearSolveLSR
function for solving linear systems and how to compute the inverse of a matrix using the inv
function in Haskell.
Source code in the haskell programming language
import Numeric.LinearAlgebra
import Numeric.LinearAlgebra.LAPACK
m :: Matrix Double
m = (3><3)
[7.589183,1.703609,-4.477162,
-4.597851,9.434889,-6.543450,
0.4588202,-6.115153,1.331191]
v :: Matrix Double
v = (3><1)
[1.745005,-4.448092,-4.160842]
*Main> linearSolveLSR m v
(3><1)
[ 0.9335611922087276
, 1.101323491272865
, 1.6117769115824 ]
*Main> inv m `multiply` v
(3><1)
[ 0.9335611922087278
, 1.101323491272865
, 1.6117769115824006 ]
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