Computing L1 Straight-Line Fits to Data

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2020-01-23

Authors

Barrodale, I

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Abstract

In 1971 Frank D.K. Roberts and I developed the BR algorithm ([i],[ii]), complete with Fortran code [iii], for calculating L1 solutions to overdetermined systems of m linear equations in n unknown parameters2. The challenge here is to develop fast code for L1 fitting by straight lines (n = 2) to big data sets (m ≥ 106) that largely avoids the frustration of sluggish run times.

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