a211e88530
* updates * updates * tests. * test coverage * fixing test * stride not rows + cols * lu decomp implementation. * poly regression! * poly regression works. * typo.
46 lines
894 B
Go
46 lines
894 B
Go
package matrix
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import "errors"
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var (
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// ErrPolyRegArraysSameLength is a common error.
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ErrPolyRegArraysSameLength = errors.New("polynomial array inputs must be the same length")
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)
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// Poly returns the polynomial regress of a given degree over the given values.
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func Poly(xvalues, yvalues []float64, degree int) ([]float64, error) {
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if len(xvalues) != len(yvalues) {
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return nil, ErrPolyRegArraysSameLength
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}
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m := len(yvalues)
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n := degree + 1
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y := New(m, 1, yvalues...)
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x := Zero(m, n)
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for i := 0; i < m; i++ {
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ip := float64(1)
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for j := 0; j < n; j++ {
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x.Set(i, j, ip)
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ip *= xvalues[i]
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}
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}
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q, r := x.QR()
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qty, err := q.Transpose().Times(y)
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if err != nil {
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return nil, err
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}
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c := make([]float64, n)
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for i := n - 1; i >= 0; i-- {
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c[i] = qty.Get(i, 0)
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for j := i + 1; j < n; j++ {
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c[i] -= c[j] * r.Get(i, j)
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}
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c[i] /= r.Get(i, i)
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}
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return c, nil
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}
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