Need C code for Least Squares Matrix, ODEs
Author Message Need C code for Least Squares Matrix, ODEs

Greetings-

I am looking for ANSI C code for two applications.

(1) Least Squares Matrix- takes a real matrix H and forms G=inverse(H'H)*H'

Ideally I would just pass the routine the matrix dimensions and pointers
to H and G.

(2) ODE solver- solves ordinary differential equations of the form

x'' + ax' + bx = u(t)

where a and b are constants and u(t) is an arbitrary function of time

OR

solves a system of 2 coupled first-order ODEs with constant coefficients

Since this is a pretty simple ODE I'm hoping there is a routine out
there which uses default values for step sizes and such, i.e. I don't
have to muck about with parameters too much. Of course, if I have to,
I have to...

I've poked around netlib.att.com some but haven't found anything that's
quite right. Maybe I need to look harder, but if anyone has any pointers,
especially to specific code, it would be a lifesaver. These are pretty
simple computations, so I'll bet there's good code out there somewhere, and
I'd like to avoid writing this myself. Thanks a million.

Bill Moore

Sat, 10 Jan 1998 03:00:00 GMT  Need C code for Least Squares Matrix, ODEs

Quote:

>I am looking for ANSI C code for two applications.
>(1) Least Squares Matrix- takes a real matrix H and forms G=inverse(H'H)*H'
>(2) ODE solver- solves ordinary differential equations of the form
>                    x'' + ax' + bx = u(t)
>   where a and b are constants and u(t) is an arbitrary function of time or
>  solves a system of 2 coupled first-order ODEs with constant coefficients

Hi Bill!  Have you tried looking into either (or both) of:

1) Press, Flannery, et al. _Numerical Recipies in C_.

2) Golub and van Loan. _Matrix Computations_

They should have what you require. Also, you might try asking this
question in sci.math.numeric (or something like that).

Best regards,
Derick.

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Sun, 11 Jan 1998 03:00:00 GMT

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