Nonlinear Least Squares Algorithm

Group and Block Sparse Signal reconstruction viaMatching Pursuit - BMP, GMPGradient Pursuit - block_gp, group_gpNearly Orthogonal Matching Pursuit - block_nomp, group_nompPartial Conjugate Gradient Pursuit - block_pcgp, group_pcgpOrthogonal Least Squares - BOLS, GOLS

New users and old of optimization in MATLAB will find useful tips and tricks in this document, as well as examples one can use as templates for their own problems.Use this tool by editing the file optimtips.m, then execute blocks of code in cell mode from the editor, or best, publish the file to...

[Vx2,Vy2] = PPPIV(Vx1,Vy1) carries out robust post-processing of 2-D PIV velocity data. Vx1 and Vy1 must be two matrices of same size that contain the x- and y-components of the velocities at equally spaced points in the Cartesian plane. PPPIV uses a robust penalized least squares method that...


Platforms: Matlab

For a given real-valued function of one real variable on an interval, the code calculates the best approximation in the uniform (max) norm by a polynomial of a given degree. Approximating in a uniform norm is much computationally harder compared to the standard least squares fit, but gives eye...


Platforms: Matlab

If you like the idea behind MATLAB's linsolve or Tim Davis' linfactor, you might find trilin useful as well.Let's say you have a generalized least squares problem, x = C * u C = inv(N)where N = inv(A' * inv(V) * A) u = A' * inv(V) * bMatrices A and V are dense and large, and V is not diagonal....


Platforms: Matlab

A contour of a 2D region is defined by an ordered set of points where the neighboring elements contain the neighboring points. Such representation can be obtained with many techniques such as boundary tracing and chain codes. (In a simple 2D point set or a curve the points do not have to lie in a...


Platforms: Matlab

ASA solves bound constrained problems; the user provides routines to calculate the function and gradASA (Active-Set Algorithm) is a bound constrained optimization program developed W. W. Hager and H. Zhang. In recent academic tests (e.g. "Evaluating bound-constrained minimization software" by E....


Platforms: Matlab

bgam - Boosted Generalized Additive Models package---Implements boosting for the Generalized Additive and Linear Models (GAM and GLM).Extensible, fully documented. Implements linear and stub learners,least-squares/logistic/Poisson regression.The generalized linear model (GLM) is a flexible...


Platforms: Matlab

Performs polynomial fits that pass through a specified point (x0,y0).The application is to give a least squares fit that is 'exact' at a desired data point, e.g. an equilibrium point in a nonlinear equation of motion implemented via polynomial approximation. Discussion of theory included in...


Platforms: Matlab

The main advantages of the Hausdorff regression are that one should not specify the direction of the errors (vertical, horizontal, orthogonal ... with the ordinary least squares) and that it is less sensitive with respect to the square of the distance.This is the original idea. Any contribution...


Platforms: Matlab

Description: L-BFGS-B is a variant of the well-known "BFGS" quasi-Newton method. This variant uses limited-memory (like L-BFGS), and also handles simple constraints (to be specific, bound constraints, so this includes x >=0 constraints).The authors of LBFGSB have had fortran implementations...


Platforms: Matlab

Implementation of the well known Haralick Edge Detector.Here are the steps of the algorithm : (1) Fit a bi-cubic polynomial to a small neighborhood of each pixel (this step provides smoothing too). (2) Compute (analytically) the second and third directional derivatives in the direction of...


Platforms: Matlab

This function SEPARATEKERNEL will separate ( do decomposition of ) any 2D, 3D or nD kernel into 1D kernels. Of course only a sub-set of Kernels are separable such as a Gaussian Kernel, but it will give approximations for non-separable kernels. Separating a 3D or 5D image filter into 1D filters...


Platforms: Matlab

CoffeeSaint is a fully customizable Nagios status viewer. It grabs the status from a Nagios server and displays it in a fullscreen GUI. It is written in Java so it should run on all platforms (tested on Linux, AIX 6.1 and windows xp) capable of running Java 5. For compiling with GCJ you need at...


Platforms: *nix

Performs computations associated with matrices, including solution of linear systems of equations (even least squares solution of over-determined or inconsistent systems and solution by LU factors), matrix operations (add, subtract, multiply), finding the determinant, trace, inverse, adjoint, QR...


Platforms: Windows

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value...


Platforms: Windows

Excel add-in with eleven powerful worksheet functions for 1, 2 and 3 variable lookup and interpolation. Interpolation modes include: closest-value, linear, piecewise parabolic or hyperbolic, cubic spline and polynomial up to 20th order. The functions can also handle tables containing missing and...


Platforms: Windows

This is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features...


Platforms: Windows, Mac, *nix, C/C++, BSD Solaris

NMath Core contains foundational classes for object-oriented numerics on the .NET platform. Product features include: Single- and double-precision complex number classes; full-featured vector and matrix classes for single- and double-precision floating point numbers and single- and...


Platforms: Windows

GWC is an application to do digital audio restoration on wavfile data, i.e. remove hisses and clicks. It features click repair using least squares autoregressive interpolation, and is based on the FFTW library. This is still beta code, so back up your data files first. It is resulting of never...


Platforms: *nix