gsl_multifit

[Kai Trukenmueller]

Hi,

The problem A*x=b with A not square leeds to
x = (A^T *A)^-1 A^T *b
at least analytically.
That should be equivalent to a multidimensional fitting, as in
`gsl_multifit_linear'.
I implemented an example and it works good.

Than I compared it to a simple octave (a free matlab clone) routine,
using
x=A\b;

The results are the same (as it should be), but it surprised me a lot,
that the octave-script works _much_ faster for high dimensions than the
compiled C programm. It seems, that these algorithems are better.

Is that a known problem, or did I use the wrong routines.
Is there any better way for solving A x = b?
-- 
:wq `Kai Trukenmueller'