最小二乘法fortran应用。ppt课件.ppt

最小二乘法;主要内容;AX = b;超定方程组：方程的个数超过未知量的个数，一般来说 是没有解的。即对于任意一组数(x1,x2,…,xn);使得：;即：;可以证明如果如果A是列满秩的，则该方程存在唯一解，且使得;例 1：用最小二乘法求下列超定方程组的近似解;解：;故得方程组;2. 程序编写; if( m n ) then C = transpose(a) D = matmul( c, a ) E = matmul( c, b ) X = D .ix. E ! invert(D) * E else if( m == n ) then X = A .ix. B else write(*,*) No roots! end if ; do i = 1, n write(*,*) X(i) end do stop end program least_square;如何拟合线性y=ax+b;program least_square use IMSL integer, parameter :: m = 6 integer, parameter :: n = 2 integer :: i double precision :: A(m,n), B(m), X(n) double precision :: C(n, m), D(n,n), E(n) data A / 1, 2, 3, 4, 5, 6, 1, 1, 1, 1, 1, 1 / data B / 6.9, 9.1, 10.8, 13.2, 14.9, 17.3 /;if( m n ) then C = transpose(a) D = matmul( c, a ) E = matmul( c, b ) X = D .ix. E ! invert(D) * E else if( m == n ) then X = A .ix. B else write(*,*) No roots! end if; do i = 1, n write(*,*) X(i) end do stop end program least_square;Ps.in;65 0.023349 65.5 0.025964 66 0.028819 66.5 0.031934 67 0.035326 67.5 0.039015 68 0.043019 68.5 0.04736 69 0.052059 69.5 0.057139 70 0.062623 70.5 0.068535 71 0.074901 71.5 0.081746 72 0.089098 72.5 0.096984 73 0.10543 73.5 0.11448 74 0.12414 74.5 0.13446;75 0.14547 75.5 0.15721 76 0.16969 76.5 0.18297 77 0.19708 77.5 0.21205 78 0.22792 78.5 0.24474 79 0.26253 79.5 0.28135 80 0.30123 80.5 0.32222 81 0.34436 81.5 0.36769 82 0.39226 82.5 0.41812 83 0.4453 83.5 0.47386 84 0.50385 84.5 0.53532;85 0.56831 85.5 0.60287 86 0.63906 86.5 0.67693 87 0.71653 87.5 0.75792 88 0.80114 88.5 0.84625 89 0.89331 89.5 0.94238 90 0.9935 90.5 1.0467 91 1.1022 91.5 1.1598 92 1.2197 92.5 1.282 93 1.3467 93.5 1.4139 94 1.4836 94.5 1.5559;95 1.6308 95.5 1.7085 96 1.7889 96.5 1.8722 97 1.9584 97.5 2.0475 98 2.1397 98.5 2.235 99 2.3334 99.5 2.4351 100 2.54 100.5 2.6484 101 2.7601 101.5 2.8753 102 2.9941 102.5 3.1165 103 3.2426 103.5 3.3725 104 3.5062 104.5 3.6438;105 3.7853 105.5 3.9309 106 4.0