add example

Author: perazz

example/linalg/CMakeLists.txt

@@ -18,3 +18,4 @@ ADD_EXAMPLE(state1)
 ADD_EXAMPLE(state2)
 ADD_EXAMPLE(blas_gemv)
 ADD_EXAMPLE(lapack_getrf)
+ADD_EXAMPLE(lstsq)

example/linalg/example_lstsq.f90

@@ -0,0 +1,27 @@
+program example_lstsq
+  use stdlib_linalg_constants, only: dp
+  use stdlib_linalg, only: lstsq
+  use stdlib_linalg_state, only: linalg_state_type
+  implicit none
+  type(linalg_state_type) :: err
+
+  integer, allocatable :: x(:),y(:)
+  real(dp), allocatable :: A(:,:),b(:),coef(:)
+
+  ! Data set
+  x = [1, 2, 2]
+  y = [5, 13, 25]
+
+  ! Fit three points using a parabola, least squares method
+  ! A = [1 x x**2]
+  A = reshape([[1,1,1],x,x**2],[3,3])
+  b = y
+
+  ! Get coefficients of y = coef(1) + x*coef(2) + x^2*coef(3)
+  coef = lstsq(A,b)
+
+  print *, 'parabola: ',coef
+  ! parabola:  -0.42857142857141695        1.1428571428571503        4.2857142857142811 
+
+
+end program example_lstsq