least_squares.h File Reference
#include <valarray>#include <stdexcept>
Include dependency graph for least_squares.h:
Go to the source code of this file.
Namespaces | |
| namespace | least_squares |
Defines | |
| #define | V(T) std::valarray< T > |
| #define | M(T) std::valarray< V(T) > |
Typedefs | |
| typedef Vx::value_type | least_squares::T |
Functions | |
| template<class T > | |
| least_squares::V (T) linearFit(const M(T)&x | |
| Returns parameters 'a' via ordinary least squares such that y = x·a. | |
| template<class Vx , class Vy > | |
| least_squares::V (typename Vx::value_type) polyFit(size_t degree | |
| Returns fit 'a' of degree powers of x: y = [ 1 x .. xⁿ ] · a. | |
| template<class T > | |
| void | least_squares::invert (M(T)&m) |
| Invert a matrix, in-place, using Gauss-Jordan elimination. | |
| template void | least_squares::invert (M(float)&m) |
| template void | least_squares::invert (M(double)&m) |
| template | least_squares::V (float) linearFit(const M(float)&x |
| template | least_squares::V (double) linearFit(const M(double)&x |
| const Vx const Vy &y | least_squares::if (degree >0) |
| least_squares::if (y.size()< degree) | |
| least_squares::M (T) xn(V(T)(1 | |
| return | least_squares::linearFit (xn, V(T)(&y[0], N)) |
Variables | |
| const Vx & | least_squares::x |
| const Vx const Vy & | least_squares::y |
| const size_t | least_squares::N = y.size() |
| least_squares::degree | |
Define Documentation
| #define M | ( | T | ) | std::valarray< V(T) > |
Definition at line 62 of file least_squares.h.
| #define V | ( | T | ) | std::valarray< T > |
Definition at line 61 of file least_squares.h.
