NAME
least_squares_2 - Solves Ax=b in the least squares sense.
SYNOPSIS
#include "n/n_fit.h"
Example compile flags (system dependent):
-DLINUX_X86_64 -DLINUX_X86_64_OPTERON -DGNU_COMPILER
-I/home/kobus/include
-L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
-lKJB -lfftw3 -lgsl -lgslcblas -ljpeg -lSVM -lstdc++ -lpthread -lSLATEC -lg2c -lacml -lacml_mv -lblas -lg2c -lncursesw
int least_squares_2
(
Vector **result_vpp,
const Matrix *A_mp,
const Vector *b_vp,
double *error_ptr
);
DESCRIPTION
This routine solves Ax=b in the least squares sense.
It is like least_squares() except that it allows for returning fitting error.
Put differently, this routine calculates
MIN { || Ax - b || }
x 2
The result is put into the vector pointed to by *result_vpp, which is
created if it is NULL, resized if it is the wrong sized, and reused
otherwise. The number of rows in the matrix pointed to by the argument "mp"
(i.e, A, above) must be the same as the length of the vector pointed to by
the argument "vp" (i.e. b, above). In addition, the number of columns of
of *mp (i.e, number of unknowns) cannot exceed the number of rows of *mp
(number of equations).
If the argument error_ptr is not NULL, then the RMS fitting error is returned
via that pointer.
RETURNS
NO_ERROR on success, and ERROR on failure, with an appropriate error
message being set.
DISCLAIMER
This software is not adequatedly tested. It is recomended that
results are checked independantly where appropriate.
AUTHOR
Kobus Barnard
DOCUMENTER
Kobus Barnard
SEE ALSO
least_squares
,
get_linear_equation_rms_error
,
get_best_diagonal_post_map
,
get_diagonal_post_map_error
,
get_best_map
,
get_best_post_map
,
get_post_map_error
,
get_svd_basis_for_rows
,
get_row_fits
,
project_rows_onto_basis
,
get_best_linear_fit
,
get_best_linear_fit_2