Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Least square with constraints

  1. Oct 5, 2009 #1
    Hello everyone,

    I'd like to solve overdetermined system of linear equations (in fact to fit experimental data)
    (like y1=C1*X11+C2*X12+...+Cm1*X1m)
    y2=C1*X21+C2*X22+..+Cm*X2m
    ....
    yn=C1*Xn1+C2*Xn2+...Cm*Xnm)
    sometimes n>>m sometimes n>~m , yi and xij are known coefficients
    and I know ab initio that all unknowns C1...Cm are positive. Are there specific algorithms developed for such problem? I tried to solve it with simplest least square, but I always get someting like oscillations with increase of m - Positive C are compensated by negative C and fit becomes perfect but it does not have physical sence.

    Thanks,

    Sergei.
     
  2. jcsd
  3. Oct 6, 2009 #2

    hotvette

    User Avatar
    Homework Helper

  4. Oct 9, 2009 #3
    Thanks!
     
  5. Oct 13, 2009 #4

    hotvette

    User Avatar
    Homework Helper

Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook