TEST_LLS, a C++ code 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.
TEST_LLS is available in a C version and a C++ 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.