algorithm - "Approximate" greatest common divisor

Question

Suppose you have a list of floating point numbers that are approximately multiples of a common quantity, for example

2.468, 3.700, 6.1699

which are approximately all multiples of 1.234. How would you characterize this "approximate gcd", and how would you proceed to compute or estimate it?

Strictly related to my answer to this question.

Answer 1

You can run Euclid's gcd algorithm with anything smaller then 0.01 (or a small number of your choice) being a pseudo 0. With your numbers:

3.700 = 1 * 2.468 + 1.232,
2.468 = 2 * 1.232 + 0.004. 

So the pseudo gcd of the first two numbers is 1.232. Now you take the gcd of this with your last number:

6.1699 = 5 * 1.232 + 0.0099.

So 1.232 is the pseudo gcd, and the mutiples are 2,3,5. To improve this result, you may take the linear regression on the data points:

(2,2.468), (3,3.7), (5,6.1699).

The slope is the improved pseudo gcd.

Caveat: the first part of this is algorithm is numerically unstable - if you start with very dirty data, you are in trouble.