IOS最小二乘法源码

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http://blog.csdn.net/hello_hwc

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ax + b = y

得到一组模拟数据XY:(x1,y1)(x2,y2)...(x3,y3)，求线性拟合后的最优a，b。

用最小二乘法求最优解的代码如下：

备注：这段代码没有处理垂直于X轴的情况，即X相等，使用的时候要特殊处理下X相等

Objective C代码

-(CGPoint) leastSquareMethod:(NSArray *)pointArray
{
    double SumX = 0;
    double SumY = 0;
    double SumXY = 0;
    double SumX2 = 0;
    NSInteger arrayCount = pointArray.count;
    for(int index = 0;index < arrayCount;index++)
    {
        NSValue * value = pointArray[index];
        CGPoint onePoint = value.CGPointValue;
        SumX += onePoint.x;
        SumX2 += onePoint.x * onePoint.x;
        SumY += onePoint.y;
        SumXY += onePoint.x * onePoint.y;
     }
        double b = (SumX2 * SumY - SumX*SumXY)/(arrayCount*SumX2 - SumX*SumX);
        double a = (arrayCount*SumXY - SumX*SumY)/(arrayCount*SumX2 - SumX*SumX);
        return CGPointMake(a,b);
}

Swift代码

func leastSquare(pointArray:[CGPoint])->(Double,Double){
    var SumX = 0.0
    var SumY = 0.0
    var SumXY = 0.0
    var SumX2 = 0.0
    for onePoint in pointArray{
        SumX = SumX + Double(onePoint.x)
        SumX2 = SumX2 + Double(onePoint.x * onePoint.x)
        SumY = SumY + Double(onePoint.y)
        SumXY = SumXY + Double(onePoint.x * onePoint.y)
    }
        var arrayCount = Double(pointArray.count)
        var b = (SumX2 * SumY - SumX*SumXY)/(arrayCount*SumX2 - SumX*SumX)
        var a = (arrayCount*SumXY - SumX*SumY)/(arrayCount*SumX2 - SumX*SumX)
        return (a,b) 
}