dzenanz
Registered Member

I currently use Eigen for Polynomial fitting using L2 norm (least squares fitting), like this:
Is there a similar, or even any way to do L1norm fitting of polynomial to points using Eigen? 
twithaar
Registered Member

You could try iteratively reweighed least squares,
which is a loop around your current code to alternatively leastsquare fit, and recalculate the weights. There's no mathemathical guarantee for convergence, however, so you'd have to test it to see how well it works for your problem. http://en.wikipedia.org/wiki/Iteratively_reweighted_least_squares#Lp_norm_linear_regression 
dzenanz
Registered Member

I solved it using lpsolve library, see here:
http://stackoverflow.com/questions/1706 ... ngl1norm 
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