Least Squares
Least squares problems have two types.
Linear least-squares solves min||C*x - d||2, possibly with bounds or linear constraints. See Linear Least Squares.
Nonlinear least-squares solves min(∑||F(xi) – yi||2), where F(xi) is a nonlinear function and yi is data. See Nonlinear Least Squares (Curve Fitting).
Categories
- Linear Least Squares
Solve linear least-squares problems with bounds or linear constraints
- Nonlinear Least Squares (Curve Fitting)
Solve nonlinear least-squares (curve-fitting) problems in serial or parallel
Featured Examples
Nonlinear Data-Fitting
Basic example showing several ways to solve a data-fitting problem.
Nonlinear Least-Squares, Problem-Based
Basic example of nonlinear least squares using the problem-based approach.
Fit ODE Parameters Using Optimization Variables
Fit parameters of an ODE using problem-based least squares.
