llsq

llsq, a MATLAB code which solves the linear least squares (LLS) problem. It finds the "best" straight line to match a set of data points. More precisely, it finds the quantities "a" and "b" defining the straight line y=a*x+b, which minimizes the root-mean-square (RMS) error to the data.

Licensing:

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

Languages:

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

Related Data and Programs:

fmincon_test, a MATLAB code which illustrates the use of fmincon, a function included in MATLAB's Optimization Toolbox, which seeks the minimizer of a scalar function of multiple variables, within a region specified by linear constraints and bounds.

llsq_test

test_approx, a MATLAB code which defines test problems for approximation, provided as a set of (x,y) data.

test_lls, a MATLAB code which implements linear least squares (LLS) test problems of the form A*x=b.

Reference:

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

Source Code:

• llsq.m, solves a linear least squares problem matching a line y=a*x+b to data.
• llsq0.m, solves a linear least squares problem matching a line y=a*x to data.