matrix solve for overdetermined systems

 

I want to solve a overdetermined system by matrix and vector methods.

As i see there is not any solution there (at least yet). Am I right?

if yes?

a) Is there anyone who developed any code over MQL for these systems?

b) Anyone can help for any solution? may be a code C++?


Thanks in forward,

 
Mahdi Ebrahimzadeh:

I want to solve a overdetermined system by matrix and vector methods.

As i see there is not any solution there (at least yet). Am I right?

if yes?

a) Is there anyone who developed any code over MQL for these systems?

b) Anyone can help for any solution? may be a code C++?


Thanks in forward,

Of course. Search the code base for ALGLIB. It will provide you everything you need.


 
Dominik Egert #:
ALGLIB

thanks for reply, 

yes I found it in solver.mqh 

This subroutine finds solution of the linear system A*X=B with non-square, possibly degenerate A.