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Re: Solving Overdetermined Systems



Mark Lawrence Storch wrote:
> 
> Hello,
>     I am having a problem solving an overdetermined system of equations.
>  Specifically, I have 180 equations in 5 variables.  Each of these
> equations takes the form
> 
> C1*H1 + C2*H2 + C3*H3 + C4*H4 + C5*H5 = L
> 
> where the h's are the unknowns and all of the values for C1...C5 and L
> are known. Currently, I have values for the C's and L which are
> calculated form specific values of the H's.  I have tried
> FindRoot,Solve and Nsolve and only met with different error messages.
> FindRoot does not like overdetermined systems and both Solve and Nsolve
> cannot seem to get going even when specifying two starting values for
> the secant method.  If anyone could point me in the right direction on
> this, I would be most appreciarive.
> Thank you,
> Mark Storch


The beautiful thing about overdetermined problems is that you can throw
away most of the equations and not lose anything.  Why not split up
your 180 equations into a bunch of groups of 5 equations in 5 unknowns
and solve them then compare the answers to make sure you didn't get a
number wrong?  You could also try programming your own method.  Newtons
method, Secant method and Fixed point all easily adapt to vectors. -- 
Remove the _nospam_ in the return address to respond.



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