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## least square

**From**: |
CYMTR |

**Subject**: |
least square |

**Date**: |
Thu, 05 Aug 1999 15:29:18 -0600 (CST) |

I ran the following standard example taken from IMSL(and also
checked with Matlab ) for least square solution of Ax = b,
where
octave:4> A = [1,5,15,5;1, 4,17,4 ;1,7,14,7;1,3,18,3;1,1,15,1;\
1,8,11,8;1,3,9,3;1,4,10,0]
A =
1 5 15 5
1 4 17 4
1 7 14 7
1 3 18 3
1 1 15 1
1 8 11 8
1 3 9 3
1 4 10 0
octave:5> b = [30;31;35;29;18;35;20;22]
b =
30
31
35
29
18
35
20
22
octave:6> x = A\b
x =
1.48165
2.59948
1.01204
0.22104
The actual LEAST SQUARE solution for the overdetermines system
( which is ,as I assume, not same as the minimum norm soln for
singular matrices ) is:
X = .636, 2.845, 1.058, 000.
with residuals r = -.733, .996, -365, 783, -1.353, -.036, 1.306, -.597
Does octave support a linear least square solving code or am I doing
something wrong? ( Mr. David Doolin suggested that I resubmit this ).
Thanking you,
sincerely,
A. K. Mitra, address@hidden
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