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LLSQ\ Linear Least Squares Problem for Y = A*X+B {#llsq-linear-least-squares-problem-for-y-axb align=”center”} ===========================================

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LLSQ is a C++ library which solves the simple linear least squares (LLS) problem of finding the formula of a straight line y=a*x+b which minimizes the root-mean-square error to a set of N data points.

Licensing: {#licensing align=”center”}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages: {#languages align=”center”}

LLSQ is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs: {#related-data-and-programs align=”center”}

MINPACK, a C++ library which solves systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations.

QR_SOLVE, a C++ library which computes the least squares solution of a linear system A*x=b.

TEST_APPROX, a C++ library which defines test problems for approximation, provided as a set of (x,y) data.

TEST_LLS, a C++ library which implements linear least squares test problems of the form A*x=b.

Reference: {#reference align=”center”}

1. David Kahaner, Cleve Moler, Steven Nash,\ Numerical Methods and Software,\ Prentice Hall, 1989,\ ISBN: 0-13-627258-4,\ LC: TA345.K34.

Source Code: {#source-code align=”center”}

• llsq.cpp, the source code.
• llsq.hpp, the include file.

Examples and Tests: {#examples-and-tests align=”center”}

• llsq_prb.cpp, a sample calling program.
• llsq_prb_output.txt, the output file.

List of Routines: {#list-of-routines align=”center”}

• LLSQ solves a linear least squares problem matching a line to data.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.

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Last revised on 17 July 2011.