[time-nuts] Curve fitting

[Bruce Griffiths]

Mark Sims wrote:
> Hello Bruce,
>
> Yes,  there are all sorts of pregnant packages and web sites that will solve the problem in a jiffy.  But LAPACK,  for instance,  is over 45 megabytes long.
>
> What I am looking for is a targeted solution to the problem...  a routine or set of routines that I can drop into Lady Heather with a minimum of muss and fuss that will spit out those two magic numbers.
>
> The idea is to collect data for a while,  press a key,  and Heather will characterize your oscillator.  I have code in there that does this if you have the active temperature control working (stabilize temperature to get osc drift rate,  slew temp to get osc tempco).  I would like to be able to do it for the more general case where the unit is not under temperature control.
> ---------------------
> Try one of the Lapack derivatives such as clapack, Lapack++ etc
> However you will need the optimised BLAS as well. 		 	   		
>    
Mark

You really need to use an SVD routine particularly when you have a lot 
of data.
Amost anything else other than perhaps a Gram-Schmitt or Householder 
method will eventually fail.
The last time I did this the package I used certainly wasn't 45 
megabytes in size.
However it was C++ and not C.

It can be done with about 300 lines of Fortran source code and an 
equivalent number of lines of C code.
The SVDCMP, SVDVAR and the SVDFIT routines from /Numerical Recipes/ or 
their equivalents in the latest edition should suffice.
Unfortunately I only have a copy of the Fortran version at hand.

Amazon have some used copies of the C version for $11.


Bruce