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


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