like numbers

Archive for December, 2011

A numerically stable PLS algorithm

Friday, December 30th, 2011, 10:53 Posted in Applied math, Chemometrics, Coding | No Comments »

During 2011 year, I have tried many different ways of making a PLS algorithm (PLS1) as stable possible. The goal was to make it as numerically good as the SVD implemented in MATLAB. The pseudocode that solved the PLS1 case ...