LLSQ
Linear Least Squares Problem for Y = A*X+B

LLSQ is a FORTRAN90 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.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

LLSQ is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

ENTRUST, a MATLAB program which minimizes a scalar function of several variables using trust-region methods, by Jeff Borggaard and Gene Cliff.

FMINCON, MATLAB programs which illustrate the use of fmincon, a function included in MATLAB's Optimization Toolbox which seeks the minimizer of a scalar function of multiple variables, within a region specified by linear constraints and bounds.

TEST_APPROX, a MATLAB library which defines test problems for approximation, provided as a set of (x,y) data.

TEST_LS, a MATLAB library which implements linear least squares 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.m, solves a linear least squares problem matching a line to data.
• timestamp.m, prints the current YMDHMS date as a time stamp.

Examples and Tests:

• llsq_test.m, calls all the tests.
• llsq_test01.m, tests LLSQ.
• llsq_test_output.txt, the output file.

You can go up one level to the MATLAB source codes.