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invxpx

inversion of X'X

CALLING SEQUENCE

[xpxi]=invxpx(x)

PARAMETERS

Input

* x = a (nxk) real matrix

 

Output

* xpxi = the (k x k) matrix equal to inv(x'x)

DESCRIPTION

Provides inversion of the matrix (X'X) using the QR decomposition.

EXAMPLE

x=grand(30,3,'nor',0,1)
y=x*[0.2;0.4;0.35]+grand(30,1,'nor',0,1)
m = invxpx(x)

AUTHOR

Eric Dubois 2002

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