Updating the qr factorization and the least squares problem we are updating our records
This exploits the 10-byte REAL data type which is supported by this compiler. It is extremely unlikely that this will give correct answers with any other compiler (e.g. Try the Fortran Market for general information on Fortran compilers, tutorials, books and access to some sources of Fortran code, Gary Scott's Fortran Library web site.
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For linear regression, but when the regression coefficients must be positive or zero, there is the Lawson & Hanson non-negative least-squares routine nnls.f90. Quadruple precision gives about twice as many accurate digits as double precision and is much faster than MP. I have been asked to provide a link to the copyright policy of the ACM.
I am indebted to Keith Briggs (previouly at University of Cambridge) for access to his package in C++ for quadruple precision which helped improve the algorithm for calculating exponentials. Xk) X1, X2, ..., Xk is a set of k predictors, and b0, b1, b2, ..., bk is a set of coefficients to be fitted. Loosely paraphrased, this allows use, and modification, of the TOMS algorithms for most non-commercial purposes.
Code written by other authors or from other sources (e.g., academic journals) may be subject to other restrictions.
The 2nd edition of my book on this subject was published by CRC Press (Chapman & Hall) in April 2002 (ISBN 1-58488-171-2). David Smith from the Medical College of Georgia, USA, has notified me of certain missing references. As I can no longer access my ozemail web site, I shall make the latest versions of my subsets software available here.For an extensive set of routines for sorting and ranking real numbers see Order Pack.For subset selection using the L1-norm, that is minimizing the sum of absolute residuals, here is toms615.f90 which is a translation of TOMS algorithm 615 to make it ELF90 compatible.There is also a driver program test615.f90, some test data test615.dat, and the expected output test615 Two call arguments have been removed from the Fortran 77 version. I have also added my own nonnegls.f90 routine which is called after a QR-factorization has been formed using module LSQ. Back to top There are multiple-precision (MP) software packages available when double precision is not adequate, but these are extremely slow.[ Subset Selection | Random Number Generation | Quad Precision | Applied Statistics Algorithms | Logistic Regression | TOMS Algorithms | Naval Surface Warfare Center Code | Miscellaneous | 10-Byte Reals for NAS Fortran Plus | F code | Linear Least Squares | Links ] This is an archived copy of the Fortran source code repository of Alan Miller previously located at . The site has been slightly reformatted, but the source code and descriptions below have not been modified.All code written by Alan Miller is released into the public domain.