rleqs, cleqs

These functions implements an interface for the LAPACK functions DGESV, ZGESV, DGELS and ZGELS.

Usage

rleqs(A, B {, alg}):

A

left side MxN matrix x

B

right side vector or MxL matrix (for multiple solutions)

alg

select a LAPACK algorithm to be used

{class="keinrahmen"

|alg=0 || use DGESV if M=N and DGELS otherwise |- |alg=1 || use always DGESV, M must be equal to N |- |alg=2 || use always DGELS |}

Description

m

the regression (polynom) order; m>0 (default=1)

Result 1

Approximate the function y using polynominal regression. The result is the vector r with the m+1 coefficients of the regression polynom.

yREG[i] = r[0] + r[1]*x[i] {+ r[2]*x[i]^2 + .. + r[m]*x[i]^m}

Note: The function cleqs(A, B {, alg}) has the same arguments and result as rleqs, but the vectors/matrices A, B and X are complex.

Usage 2

rpolyreg(xmatrix, yvector {, m}):

x

x data matrix, the regression order is the number of independent variables m=ncol(x)

y

y data vector: y[i] = f(x[i,*])

Result 2

Approximate the function y using multivariant linear regression. The result is the vector r with the m+1 regression coefficients.

yREG[i] = r[0] + r[1]*x[i,0] + .. + r[m]*x[i,m-1]

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See also

rpoly, interp, rleqs, cleqs

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