mgs_lsq.pas

delphi矩阵运算、回归分析等数学计算

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{=                                                                           =}
{= Function to compute a least squares fit using the                         =}
{= Modified Gram-Schmidt (MGS) method.                                       =}
{=                                                                           =}
{= Written by Mark Vaughan; last update 11-30-94, 11:27 GMT                  =}
{=    Converted (upgraded?) to Delphi   09-26-97                             =}
{=    Adapted to use the TPMath library 02-24-99                             =}
{=                                                                           =}
{= This code is released into the public domain.  all the usual disclaimers  =}
{= apply:  no fees, NO guarantees, use at your own risk, the user assumes    =}
{= all responsibility, etc.                                                  =}
{=                                                                           =}
{= The comments use extended ASCII characters; they'll look fine under DOS,  =}
{= but, depending on the font being used, they may appear scrambled under    =}
{= Windows.  If you're using Windows, the MSLineDraw font displayes all      =}
{= characters correctly.  This font is freely available at Microsoft's web   =}
{= site.                                                                     =}
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{= The following is from page 152 of "Matrix Computations" by Golub          =}
{= and Van Loan (first edition, ISBN 0-8018-3010-9)                          =}
{=    "Algorithm 6.2-2: Modified Gram-Schmidt.  Given A