NormalsScale

Scales rows and columns of a system of inputfileNormalEquation given by a diagonal matrix inputfileFactorVector $\M S$ \[ \bar{\M N} := \M S \M N \M S \qquad\text{and}\qquad \bar{\M n} := \M S \M n. \]The estimated solution is now \[ \bar{\M x} := \M S^{-1} \M x. \]This is effectively the same as rescaling columns of the design matrix. This program is useful when combining normal equations from different sources, for example in case the units of certain parameters don't match.

NameTypeAnnotation
outputfileNormalEquation
filename
inputfileNormalEquation
filename
inputfileFactorVector
filenameVector containing the factors
This program is parallelized.