Experiments in machine learning with Go Run

go run main.go

to see it in action. It will generate a 1000x5 matrix A using a uniform random distribution, a 5x1 matrix x using a random normal distribution, and a matrix y = Ax + e, where e is a 1000x1 error matrix (normally distributed with std. deviation = 0.1. The library then solves the equation Ax=y for x using the Moore-Penrose pseudoinverse.

It does ok! It is pretty quick!

Contains a matrix struct that knows how to do some linear algebra

Implements linear regression.