Bayesian updating normal distribution
For optimization, particularly constrained optimization, see the Optimization Decision Tree, or Arnold Neumaier's Global Optimization web site.
The latter also contains many general links to mathematical and statistical software.
For subset selection using the L1-norm, that is minimizing the sum of absolute residuals, here is toms615.f90 which is a translation of TOMS algorithm 615 to make it ELF90 compatible.
There is also a driver program test615.f90, some test data test615.dat, and the expected output test615 Two call arguments have been removed from the Fortran 77 version. I have also added my own nonnegls.f90 routine which is called after a QR-factorization has been formed using module LSQ. Back to top There are multiple-precision (MP) software packages available when double precision is not adequate, but these are extremely slow.
(This company distributes Lahey, Salford, Edinburgh Portable Compilers, Digital Visual Fortran and other compilers in Australia.) To download Lahey's cheap Fortran 90 compiler click on ELF90.
The effect of heuristic accuracy on performance ... Generating admissible heuristics from relaxed problems ... Generating admissible heuristics from subproblems: Pattern databases ... Local Search Algorithms and Optimization Problems ... Combining the best of formal and natural languages ... There is a newer package for double-double precision and quad-double precision (about 64 decimal digits accuracy) in C , which has a Fortran front-end, at Click here. It also emphasizes that the ACM accepts no responsibility for the accuracy of the code.Back to top I have received several requests for Fortran code to perform logistic regression, that is to fit: p = F/(1 F) where p = the probability that a case is in one of two categories F = exp(b0 b1. I have updated some of the Transactions on Mathematical Software (TOMS) algorithms to Fortran 90.