TEST_LLS\
Linear Least Squares Test Problems {#test_lls-linear-least-squares-test-problems align=”center”}
==================================
TEST_LLS is a C++ library which implements linear least squares
(LLS) test problems which seek a vector x which minimizes the error in
the rectangular linear system A*x=b.
Some linear least squares problems include constraints on the data, such
as requiring that every entry of X be positive. This library only
contains unconstrained problems. For such problems, the task is
typically to find a vector X which minimizes the Euclidean norm of the
residual r=Ax-b, or, in cases where multiple minimizers exist, to find
the minimizer of minimal Euclidean norm.
TEST_LLS requires access to a compiled copy of the R8LIB library.
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”}
TEST_LLS 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.
LLSQ, a C++ library which solves the
simple linear least squares 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.
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.
R8LIB, a C++ library which contains
many utility routines using double precision real (R8) arithmetic.
Reference: {#reference align=”center”}
- Cleve Moler,\
Numerical Computing with MATLAB,\
SIAM, 2004,\
ISBN13: 978-0-898716-60-3,\
LC: QA297.M625,\
ebook: http://www.mathworks.com/moler/chapters.md
Source Code: {#source-code align=”center”}
Examples and Tests: {#examples-and-tests align=”center”}
List of Routines: {#list-of-routines align=”center”}
- P00_A returns the matrix A for any least squares problem.
- P00_B returns the right hand side B for any least squares
problem.
- P00_M returns the number of equations M for any least squares
problem.
- P00_N returns the number of variables N for any least squares
problem.
- P00_PROB_NUM returns the number of least squares problems.
- P00_X returns the least squares solution X for any least
squares problem.
- P01_A returns the matrix A for problem 1.
- P01_B returns the right hand side B for problem 1.
- P01_M returns the number of equations M for problem 1.
- P01_N returns the number of variables N for problem 1.
- P01_X returns the least squares solution X for problem 1.
- P02_A returns the matrix A for problem 2.
- P02_B returns the right hand side B for problem 2.
- P02_M returns the number of equations M for problem 2.
- P02_N returns the number of variables N for problem 2.
- P02_X returns the least squares solution X for problem 2.
- P03_A returns the matrix A for problem 3.
- P03_B returns the right hand side B for problem 3.
- P03_M returns the number of equations M for problem 3.
- P03_N returns the number of variables N for problem 3.
- P03_X returns the least squares solution X for problem 3.
- P04_A returns the matrix A for problem 4.
- P04_B returns the right hand side B for problem 4.
- P04_M returns the number of equations M for problem 4.
- P04_N returns the number of variables N for problem 4.
- P04_X returns the least squares solution X for problem 4.
- P05_A returns the matrix A for problem 5.
- P05_B returns the right hand side B for problem 5.
- P05_M returns the number of equations M for problem 5.
- P05_N returns the number of variables N for problem 5.
- P05_X returns the least squares solution X for problem 5.
- P06_A returns the matrix A for problem 6.
- P06_B returns the right hand side B for problem 6.
- P06_M returns the number of equations M for problem 6.
- P06_N returns the number of variables N for problem 6.
- P06_X returns the least squares solution X for problem 6.
You can go up one level to the C++ source codes.
Last revised on 04 October 2012.