Sequential LSE Algorithm

Approximates k in
y = A.k
http://dl.dropbox.com/u/11071453/SquentialLSE.cs

This was written for ANFIS algorithm [1].

I also used Sequential LSE is a project about determining stock prices from news articles. It was not much successful project but Sequential LSE fit in there perfectly and got me what I was looking for.

Note 1: You need alglib library for this.
Note 2: You will notice MatrixOperations class, this uses alglib to provide simple routines for finding matrix inverse, transposes, multiplications.

[1] J.-S. R. Jang, `` ANFIS: Adaptive-Network-based Fuzzy Inference Systems,'' IEEE Trans. on Systems, Man, and Cybernetics, vol. 23, pp. 665-685, May 1993.