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

LLSQ is a C++ library which solves the simple linear least squares (LLS) 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 FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

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.

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

TEST_LLS, a C++ 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.cpp, the source code.
• llsq.hpp, the include file.

Examples and Tests:

• llsq_test.cpp, a sample calling program.
• llsq_test.txt, the output file.

List of Routines:

• LLSQ solves a linear least squares problem matching a line to data.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.