C 代码 计算系统 A乘x=b 的线性最小二乘 （LLS） 解.rar

03 March 2022 08:40:48 PM QR_SOLVE_TEST C version Test QR_SOLVE. QR_SOLVE needs the R8LIB library. This test also needs the TEST_LS library. NORMAL_SOLVE_TEST NORMAL_SOLVE is a function with a simple interface which solves a linear system A*x = b in the least squares sense. Compare a tabulated solution X1 to the NORMAL_SOLVE result X2. NORMAL_SOLVE cannot be applied when N < M, or if the matrix does not have full column rank. Number of problems = 6 Index M N ||B|| ||X1 - X2|| ||X1|| ||X2|| ||R1|| ||R2|| 1 5 3 6.20484 2.86071e-08 5.46115 5.46115 1.07544 1.07544 2 6 3 537.569 5.41634e-05 194.819 194.819 5.22193 5.22193 3 5 3 40.3733 ------------ 10.844 ------------ 5.47723e-07 ------------ 4 3 5 232.11 ------------ 7.4162 ------------ 0 ------------ 5 10 10 1 ------------ 1.53439e+07 ------------ 1.50702e-10 ------------ 6 10 10 1 4.71436e-16 1 1 4.7364e-16 2.2197e-16 QR_SOLVE_TEST QR_SOLVE is a function with a simple interface which solves a linear system A*x = b in the least squares sense. Compare a tabulated solution X1 to the QR_SOLVE result X2. Number of problems = 6 Index M N ||B|| ||X1 - X2|| ||X1|| ||X2|| ||R1|| ||R2|| 1 5 3 6.20484 2.86071e-08 5.46115 5.46115 1.07544 1.07544 2 6 3 537.569 5.41634e-05 194.819 194.819 5.22193 5.22193 3 5 3 40.3733 40.7616 10.844 42.1794 5.47723e-07 6.39488e-14 4 3 5 232.11 10.3682 7.4162 12.7475 0 8.93845e-14 5 10 10 1 2182.02 1.53439e+07 1.53417e+07 1.50702e-10 1.03352e-09 6 10 10 1 6.52846e-16 1 1 4.7364e-16 3.90883e-16 SVD_SOLVE_TEST SVD_SOLVE is a function with a simple interface which solves a linear system A*x = b in the least squares sense. Compare a tabulated solution X1 to the SVD_SOLVE result X2. Number of problems = 6 Index M N ||B|| ||X1 - X2|| ||X1|| ||X2|| ||R1|| ||R2|| 1 5 3 6.20484 2.86071e-08 5.46115 5.46115 1.07544 1.07544 2 6 3 537.569 5.41634e-05 194.819 194.819 5.22193 5.22193 3 5 3 40.3733 5.09175e-08 10.844 10.844 5.47723e-07 4.28172e-14 4 3 5 232.11 1.14813e-13 7.4162 7.4162 0 1.31642e-13 5 10 10 1 1730.72 1.53439e+07 1.53422e+07 1.50702e-10 7.09956e-10 6 10 10 1 5.64913e-16 1 1 4.7364e-16 5.54561e-16 DQRLS_TEST DQRLS solves a linear system A*x = b in the least squares sense. Coefficient matrix A: Col: 0 1 2 Row 0: 1 1 1 1: 1 2 4 2: 1 3 9 3: 1 4 16 4: 1 5 25 Right hand side b: 0: 1 1: 2.3 2: 4.6 3: 3.1 4: 1.2 Error code = 0 Estimated matrix rank = 3 Least squares solution x: 0: -3.02 1: 4.49143 2: -0.728571 Residuals A*x-b 0: 0.257143 1: -0.748571 2: 0.702857 3: -0.188571 4: -0.0228571 QR_SOLVE_TEST Normal end of execution. 03 March 2022 08:40:48 PM