Sparse matrix in OLS , sparse matrix transpose and multiply

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I need to estimate B in this equation that u = error Y = B * X + u
the estimator of B = (inv (X '* X)) * (X' * Y)
X and Y are sparse matrix, how can I do it?
I use sparseinv instead of inv but I dint know how transpose it and maltiple them, Is there any one to know it?

Respuesta aceptada

Star Strider
Star Strider el 11 de Dic. de 2018
See if the lsqr (link) function will do what you want.

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Bruno Luong
Bruno Luong el 9 de Dic. de 2018
  2 comentarios
Nooshin Mahmoodi
Nooshin Mahmoodi el 11 de Dic. de 2018
I can not use this because the matrix dimensions are not the same,
y is 15722*1 sparse double
and
X is 15772 *6 sparse double
Bruno Luong
Bruno Luong el 11 de Dic. de 2018
Editada: Bruno Luong el 11 de Dic. de 2018
B*X
must have 6 columns, and there is not B that can makes it becomes 1 column.
Unless if you ask to solve B for y = X*B then in this case
B = X\Y
Matrix multiplication must be expressed with correct order.

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