test_lls, a Python code which implements linear least squares (LLS) test problems which seek a vector x which minimizes the L2 norm of 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 code 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 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.