高数--最小二乘法

formula：
                                                        

                                                                                             

C code：

 

#include <stdio.h>

#define ARRAYLEN(x) ((sizeof(x))/(sizeof(x[0])))

void
Least_squares(const double *x, const double *y, const int n, double *b, double *a)
{
    int  i;
    double sum_x = 0.0;    /*sum of x*/
    double sum_y = 0.0;    /*sum of y*/
    double sum_xy = 0.0;   /*sum of x*y*/
    double sum_x2 = 0.0;   /*sum of x^2*/
    double x_average;      /*average of x*/
    double y_average;      /*average of y*/

    for (i = 0; i < n; i++) {
        sum_x += x[i];
        sum_y += y[i];
        sum_x2 += x[i] * x[i];
        sum_xy += x[i]*y[i];
    }

    x_average =sum_x / n;
    y_average =sum_y / n;

    *b = (sum_xy - n * x_average * y_average) / (sum_x2 - n * x_average * x_average);
    *a = y_average - (*b) * x_average;

    return;
}

double x[] ={1.0, 2.1, 2.9, 4.2, 5.3};
double y[] ={5.1, 9.3, 13.0, 17.9, 22.0};

int
main(int argc, char *argv[])
{
    double b , a ;

    Least_squares(x, y, ARRAYLEN(x), &b, &a);

    printf("a = %lf b = %lf \n", b, a);

    return 0 ;
}