【求助】用最小二乘法求解线性方程组的Fortran代码
For a standard linear system, y(n*1)=A(n*n)x(n*1)
If y is exact and A is well-conditioned, it is easy to calculate x.
However, if y has some disturbances or some errors, at the same time, A matrix is ill-conditioned. It is difficult to accurately obtain vector x. Alternatively, we can measure more components of y (becomes m*1, where m>n) and use the least square method to calculate the approximate x vector.
It is a common problem so I guess there should be some ready-to-use Fortran codes. Anybody knows where can I find this algorithms or codes? Any advice or suggestion is welcomed!
Thank you very much and with best wishes, 返回小木虫查看更多
今日热帖
这个对我有难度,呵呵
LAPACK里有成熟的代码
http://www.netlib.org/lapack/
LAPACK是当今计算数学界最权威的软件包,实现了几乎所有成熟的数值代数算法(F和C),
呵呵,非常感谢!
现在用的Fortran是哪个版本的?老夫学的时候还是Fortran 77呢,已经是将近30年前的事了。