/* 最小二乘法拟合二元多次曲线 */
/* 已知一堆(X, Y)数据的集合 */
class LeastSquareMethod
{
public:
///<summary>
///用最小二乘法拟合二元多次曲线
///例如y=ax+b
///其中MultiLine将返回a,b两个参数。
///a对应MultiLine[1]
///b对应MultiLine[0]
vector<double> MultiLine(const vector<double>& arrX, const vector<double>& arrY, int dimension)
{
int n = dimension + 1;//dimension次方程需要求 dimension+1个 系数
vector<vector<double>> vGuass(n, vector<double>(n + 1));//高斯矩阵 例如:y=a0+a1*x+a2*x*x
for (int i = 0; i < n; i++)
{
int j;
for (j = 0; j < n; j++)
{
vGuass[i][j] = SumArr(arrX, j + i);
}
vGuass[i][j] = SumArr(arrX, i, arrY, 1);
}
return ComputeGuass(vGuass, n);
}
//求数组元素的n次方的和
double SumArr(const vector<double>& arr, int n) const
{
double dSum = 0;
for (int i = 0; i < arr.size(); i++)
{
if (arr[i] != 0 || n != 0)
{
dSum += pow(arr[i], n);
}
else
{
dSum += 1;
}
}
return dSum;
}
double SumArr(const vector<double>& arr1, int n1, const vector<double>& arr2, int n2) const
{
double dSum = 0;
for (int i = 0; i < arr1.size(); i++)
{
if ((arr1[i] != 0 || n1 != 0) && (arr2[i] != 0 || n2 != 0))
{
dSum += pow(arr1[i], n1) * pow(arr2[i], n2);
}
else
dSum += 1;
}
return dSum;
}
vector<double> ComputeGuass(vector<vector<double>>& Guass, int n)
{
int i, j;
int k, m;
double temp;
double max;
double s;
vector<double> x(n, 0.0);
for (j = 0; j < n; j++)
{
max = 0;
k = j;
for (i = j; i < n; i++)
{
if (abs(Guass[i][j]) > max))
{
max = Guass[i][j];
k = i;
}
}
if (k != j)
{
for (m = j; m < n + 1; m++)
{
temp = Guass[j][m];
Guass[j][m] = Guass[k][m];
Guass[k][m] = temp;
}
}
if (0 == max)
{
// "此线性方程为奇异线性方程"
return x;
}
for (i = j + 1; i < n; i++)
{
s = Guass[i][j];
for (m = j; m < n + 1; m++)
{
Guass[i][m] = Guass[i][m] - Guass[j][m] * s / (Guass[j][j]);
}
}
}
for (i = n - 1; i >= 0; i--)
{
s = 0;
for (j = i + 1; j < n; j++)
{
s = s + Guass[i][j] * x[j];
}
x[i] = (Guass[i][n] - s) / Guass[i][i];
}
return x;//返回值是函数的系数
}
};
数学原理完全不懂,根据C#代码实现的C++版本。