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请教：如何用least square approach解超定方程组

请教：如何用least square approach解超定方程组# Computation - 科学计算

E*r2002-05-23 07:05

1 楼

请问：如何用least square approach解超定线性方程组？
Use a least squares approach to solve overdetermined system of
linear equations?
用MATLAB解很容易，一下就出来了，但是怎么用C的代码解呢？
先谢了！

b*y2002-05-23 07:05

2 楼

You can use subroutines in CLAPACK.
Dense LS-problem is usually solved using:
1. Normal equation
2. QR factorization
3. SVD

【在 E********r 的大作中提到】

: 请问：如何用least square approach解超定线性方程组？
: Use a least squares approach to solve overdetermined system of
: linear equations?
: 用MATLAB解很容易，一下就出来了，但是怎么用C的代码解呢？
: 先谢了！

E*r2002-05-23 07:05

3 楼

Thank you.
CLAPACK seems to be designed in Linux? I don't
know how to make it work in Windows.
I found a book 'numeical recipes in C'. Maybe
I will use SVD now.

【在 b*****y 的大作中提到】

: You can use subroutines in CLAPACK.
: Dense LS-problem is usually solved using:
: 1. Normal equation
: 2. QR factorization
: 3. SVD

b*y2002-05-23 07:05

4 楼

There is a win32 version of clapack.
You can check them out from netlib.

【在 E********r 的大作中提到】

: Thank you.
: CLAPACK seems to be designed in Linux? I don't
: know how to make it work in Windows.
: I found a book 'numeical recipes in C'. Maybe
: I will use SVD now.