llsq

llsq, a Python code which solves the linear least squares (LLS) problem of finding the formula of a straight line y=a*x or y=a*x+b which minimizes the root-mean-square (RMS) error to a set of N data points.

Licensing:

The information on this web page is 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 an Octave version and a Python version.

Related Data and Programs:

gradient_descent, a Python code which uses gradient descent to solve a linear least squares (LLS) problem.

test_lls, a Python 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.py, the source code.
• llsq.sh, runs all the tests.
• llsq.txt, the output file.

• llsq_data.png
• llsq_approx.png
• llsq_test02.png