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29 views

Problem with Levenberg-Marquardt for FEMU case

I m trying to implement a Levenberg-Marquart on python to identify 2 material parameters via Finite Elements calculations and full-field measurements as called FEMU (Finite Elements Model Updating). ...
36 views

MINPACK implementation in Fortran77 code

I am using LMDIF1 subroutine of MINPACK Library for curve fitting. The external subroutine fo6in LMDIF1 is the program that I want to use for curve fitting and was ...
87 views

Efficient methods to solve large dense singular least square problem (linear system)

I am trying to solve a singular linear least square problem: $$minimize: \phantom{2} ||Ax-b||^2 \\ subject \phantom{2} to: \phantom{2} x \ge 0$$ Here $A \in R^{n \times m}$, and $n\lt m$. here m ...
33 views

Nonlinear Least Square Regression - Black-Box or LMA Type Methods

In Nonlinear Least Square Regression, is providing errors from all calculated points to the solver like LMA provide any advantage (in terms of speed and number of iterations) over minimizing the sum ...
37 views

Pseudoinverse of perturbed matrix

How does the pseudo inverse of a full column rank matrix change if I rescale a single row? In more detail the problem is the following: We have a fixed matrix $V$ with linear independent columns and ...
14 views

Choosing suitable polynomial degree based on information in advection stencil

I'm working on a finite volume advection scheme for unstructured meshes which uses a multidimensional polynomial weighted least squares fit for interpolating from cell centres onto faces. In 2D, the ...
18 views

Using differential evolution to identify multiple local minima

I have quite a complicated minimisation problem over around 10 to 20 variables. Using differential evolution I can reliably find a global minima and with repeat fitting I return parameter values that ...
66 views

Parameter reduction algorithm for least square model

Question I am performing least squares fitting using an objective function of the form $f(\mathbf{x})$ where $\mathbf{x}$ is a vector of parameters containing around 20 elements. The model function ...
78 views

Large scale triangular least squares

I have to solve the following least squares problem: $$\| \left[ \begin{smallmatrix} \mathbf{L} \\ \mathbf{I} \end{smallmatrix} \right]\mathbf{x} - \mathbf{b} \|_2^2$$ ...
106 views

Best solver/preconditioner for least-squares finite element method

I have seen a lot of literature, lecture videos, etc. on solvers/preconditioners for non-symmetric and/or indefinite systems. However, now I want to solve the mixed poisson/Darcy equation using the ...
281 views

How to determine whether two cylinders intersect or not?

Considering any two cylinders, defined as: the center of their bottoms $A_i$, the radius of their bottom $R_i$, the unit vector $W_i$ of their axis direction, and the length $L_i$ of the cylinders, ...
61 views

Minimizing Cost Functions using Iterative Least Squares

I am currently trying to use iterative least squares to solve a system, $y = Hx + v$ where $y$ is a vector of observations, $H$ is the design matrix, and $v$ is the observation error. From my ...
32 views

Matlab interface for minpack2

Is there a Matlab interface for minpack2? minpack2 http://ftp.mcs.anl.gov/pub/MINPACK-2 consists of Fortran programs , but i would like to call the test problems from matlab. What can i do ?
73 views

Calculating theoretical order of accuracy of least squares fit advection scheme

I'm familiar with finding the order of accuracy using von Neumann analysis for finite difference schemes formulated using Taylor series expansions. But is there a similar technique for finding the ...
44 views

Fortran solver for the Sparse LSE problem

I was wondering if there is a Fortran library that contains a solver for the Sparse LSE(linear equality-constrained least squares) problem $$min_{x}\|Cx-d\|^2 \text{ subject to } Ax=b$$ where $A$ ...
79 views

1k views

parameters estimation

I have to estimate a parameter (K), but I don't know how I can do it. I think by a regression model (minimum least square?), but I'm not sure. The system is: ...
160 views

How do you formulate the linear least-squares method for radiometric calibration?

In Debevec and Malik (mentioned similarly in Forsyth and Ponce's Computer Vision: A Modern Approach) they highlight a method of solving the camera response function using linear least-squares. We ...
6k views

MATLAB Code Evaluation for Least Squares Regression (LSR) [closed]

Below is my own approach to implement the Least Squares Regression algorithm in MATLAB. Could you please take a look and tell me if it makes sense; if it does exactly what is supposed to do? EDIT: ...
340 views

How to solve a small least-squares problem

This question is not very deep. Suppose I have a small rectangular matrix $A$, with number of rows and columns between $50$-$100$, respectively. Given a right-hand side $b$, I want to solve the least-...