test_lls, a C code which implements linear least squares (LLS) test problems which seek a vector x which minimizes the error in the MxN 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.
The code requires access to a compiled copy of the r8lib() library.
The information on this web page is distributed under the MIT license.
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 an Octave version and a Python version.
llsq, a C code 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.
qr_solve, a C code which computes the least squares solution of a linear system A*x=b.
r8lib, a C code which contains many utility routines using double precision real (R8) arithmetic.