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Numerical analysis

  1. Oct 23, 2007 #1
    Do you know of code (preferably C/C++) to do this for non linear least squares? i found a program called levmar on the internet, but it seems inadequately documented on how to use it and probably not so useful to my purposes.

    My problem is evaluation of a carpet. The middle is worn out and it is laser scanned. i have a point cloud of about a couple of hundred thousand pointsand I need to model the following profile through it. Desired to find are the lengths l1, l2 l3, l4 (l5=width of carpet-l1-l2-l3-l4) and the height difference z. I have to find this using Least Squares Fitting. This seems quite non linear (unless maybe around good initial values which could be found) and the partial derivatives would also have to be determined approximatingly and numerically.

    Code (Text):
    [FONT="Courier New"]-------------\                     /---------------     ^
                  \-------------------/                     |  z[/FONT]
    l1            l2         l3        l4         l5        |
    Last edited: Oct 23, 2007
  2. jcsd
  3. Oct 23, 2007 #2
    Well there's galahad but it's in fortran

    You can use it in C/C++ code though I believe.

    Also there's Ipopt for nonlinear optimization written in C++.

    You might also want to check out Numerical Recipes in C
    The book is available online (here - http://www.nrbook.com/a/bookcpdf.php) and it provides algorithms for a large number of problems including nonlinear least squares. You can't copy their code without owning the book though I believe.
    Last edited: Oct 23, 2007
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