test_lls, a FORTRAN90 code which implements linear least squares (LLS) test problems which are given A and b, and seek a vector x which minimizes the L2 norm of the error ||Ax-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.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
test_lls is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
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