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From Dimitri Pourbaix <pourb...@astro.ulb.ac.be>
Subject Re: [math] major problem with new released version 3.1
Date Fri, 28 Dec 2012 15:08:46 GMT
Luc,

> However, it is also possible to set a non-diagonal weight matrix, and
> one class (AbstractLeastSquaresOptimizer) performs an eigen dcomposition
> on the matrix to extract its square root. I don't know any use case for
> this, but it has been set up this way, so I guess someone has a use for
> non-diagonal weights.

Such a situation occurs when observations are correlated.  That is
actually the most general expression for a least square problem.

> I wonder if I should simply add this as is or if we should rather remove
> the non-diagonal weights feature and support only vector weights.

Even if a vector of weights is convenient, it would only cover a subset
of situations.  However, even a vector of weights is not needed if both
the models and the observations are pre-multiplied by the square root
of their weight.  By the way, I remind you that those weights already
caused some bugs in the 2.0 release.

Personnally, I could live with a vector form.

As a more general comment, I find it amazing that all the +1 for the
release were only concerned by the compliance with (commons) rules,
configuration files, ... Just 4 days after the release, you suddenly
figure out that a user is in trouble and you want a quick fix.  Maybe
such a test would have been need BEFORE the release!

Regards,
  Dim.
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Dimitri Pourbaix                         *      Don't worry, be happy
Institut d'Astronomie et d'Astrophysique *         and CARPE DIEM.
CP 226, office 2.N4.211, building NO     *
Universite Libre de Bruxelles            *      Tel : +32-2-650.35.71
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http://sb9.astro.ulb.ac.be/~pourbaix     * mailto:pourbaix@astro.ulb.ac.be

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