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Math Help - Is there any Fortran code for solving such a linear system with least square method?

  1. #1
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    Smile Is there any Fortran code for solving such a linear system with least square method?

    Dear all:

    For a standard linear system, y(n*1)=A(n*n)x(n*1)

    If y is exact and A is well-conditioned, it is easy to calculate x.

    However, if y has some disturbances or some errors, at the same time, A matrix is ill-conditioned. It is difficult to accurately obtain vector x. Alternatively, we can measure more components of y (becomes m*1, where m>n) and use the least square method to calculate the approximate x vector.

    It is a common problem so I guess there should be some ready-to-use Fortran codes. Anybody knows where can I find this algorithms or codes? Any advice or suggestion is welcomed!

    Thank you very much and with best wishes,
    Thomas
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by passionfly View Post
    Dear all:

    For a standard linear system, y(n*1)=A(n*n)x(n*1)

    If y is exact and A is well-conditioned, it is easy to calculate x.

    However, if y has some disturbances or some errors, at the same time, A matrix is ill-conditioned. It is difficult to accurately obtain vector x. Alternatively, we can measure more components of y (becomes m*1, where m>n) and use the least square method to calculate the approximate x vector.

    It is a common problem so I guess there should be some ready-to-use Fortran codes. Anybody knows where can I find this algorithms or codes? Any advice or suggestion is welcomed!

    Thank you very much and with best wishes,
    Thomas
    The Netlib

    CB
    Follow Math Help Forum on Facebook and Google+

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