ODRPACK Software for Weighted Orthogonal Distance Regression.

Abstract

This paper describes ORDPACK, a software package for the Orthogonal Distance Regression (ODR) problem. This software implements the algorithm for finding the set of parameters that minimize the sum of the squared orthogonal distances from a set of observations to a curve determined by the parameters. It can also be used to solve the ordinary nonlinear least squares problem. The ODR procedure has application to curve fitting, and to the errors in variables problem in statistics. The algorithm implemented is an efficient and stable trust region (Levenberg-Marquardt) procedure that exploits the structure of the problem so that the computational cost per iteration is equal to that for the same type of algorithm applied to the ordinary nonlinear least squares problem. The package allows a general weighting scheme, provides for finite differences derivatives, and contains extensive error checking and report generating facilities.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1987
Accession Number
ADA178477

Entities

People

  • Janet R. Donaldson
  • Paul T. Boggs
  • Richard H. Byrd
  • Robert B. Schnabel

Organizations

  • University of Colorado Boulder

Tags

Communities of Interest

  • Cyber

DTIC Thesaurus Topics

  • Algorithms
  • Colorado
  • Computations
  • Computer Programming
  • Computer Science
  • Computers
  • Curve Fitting
  • Data Sets
  • Iterations
  • Linear Algebra
  • Military Research
  • New York
  • Optimization
  • Precision
  • Standards
  • User Interface
  • Value

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Regression Analysis.