Ask: Multi-dimensional linear fitting or solving an over-determined inhomogeneous linear equation

Dear ROOT experts:

I have solve an over-determined inhomogeneous linear equation in which all the observables have error.
The following is equation I need to solve:

     A*X=B,

here A is 9x5 matrix with known elements, X is 5x1 matrix with unknown elements, and B is 9x1 matrix with known elements. All the element of A and B have errors.

May I ask whether there is a proper way to solve this question?

The best way I can come up with is:
Assuming the 9x5 matrix A and 9x1 matrix B are 9 points (with errors) in 5+1 space, we use a 5 parameter (x_i) linear equation to fit it. After this, we could get that 5x1 matrix--X (x_i).

But here my question is how can I construct a 5 parameter linear equation to do fitting in 5-dimensional space?

Thank you in advance.

Best regards

Lei Received on Mon Jun 25 2012 - 10:51:53 CEST