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Forum index » Science and Technology » Math » num-analysis
IRLS source code
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v.jacky@gmail.com
science forum beginner


Joined: 25 Mar 2006
Posts: 3

PostPosted: Thu Jun 15, 2006 5:11 pm    Post subject: IRLS source code Reply with quote

i am looking for c or c++ source code for an implementation of
iterative reweighted least squares algorithm. Is there any simple code
available which implements IRLS? Thank you in advance.

Jacky
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rudnyi
science forum addict


Joined: 20 May 2005
Posts: 75

PostPosted: Fri Jun 16, 2006 7:51 am    Post subject: Re: IRLS source code Reply with quote

Quote:
i am looking for c or c++ source code for an implementation of
iterative reweighted least squares algorithm. Is there any simple code
available which implements IRLS? Thank you in advance.

I have an implementation that is quite close to this although it
originated from the maximum likelihood method. You can have a look at
the method at

Statistical model of systematic errors: linear error model
http://dx.doi.org/10.1016/0169-7439(96)00004-4

or preprint

http://evgenii.rudnyi.ru/doc/papers1/96cils_syserr.pdf

The code is available from my site at

http://evgenii.rudnyi.ru/doc/misc/tdlib.html

The previous version of the code is at (it is smaller and probably
simpler)

http://evgenii.rudnyi.ru/programming.html#varcomp

Evgenii
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v.jacky@gmail.com
science forum beginner


Joined: 25 Mar 2006
Posts: 3

PostPosted: Fri Jun 16, 2006 4:47 pm    Post subject: Re: IRLS source code Reply with quote

Thank you very much. Jacky

Evgenii Rudnyi wrote:
Quote:
i am looking for c or c++ source code for an implementation of
iterative reweighted least squares algorithm. Is there any simple code
available which implements IRLS? Thank you in advance.

I have an implementation that is quite close to this although it
originated from the maximum likelihood method. You can have a look at
the method at

Statistical model of systematic errors: linear error model
http://dx.doi.org/10.1016/0169-7439(96)00004-4

or preprint

http://evgenii.rudnyi.ru/doc/papers1/96cils_syserr.pdf

The code is available from my site at

http://evgenii.rudnyi.ru/doc/misc/tdlib.html

The previous version of the code is at (it is smaller and probably
simpler)

http://evgenii.rudnyi.ru/programming.html#varcomp

Evgenii
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