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From prasenjit mukherjee <prasen....@gmail.com>
Subject linear regression package in mahout
Date Mon, 12 Apr 2010 00:32:48 GMT
I am trying to compute regression coefficients, where the dimensions
are ~ 200 and number of points = 10. Basically I need to compute the
beta matrix  using OLS ( refer
http://en.wikipedia.org/wiki/Ordinary_least_squares ). The main
bottleneck seems to be computing the inverse of a 200X200 matrix.

Any pointers/suggestions ?

-Thanks,
Prasen

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