C++ 运用Eigen3特征值求解最小二乘法

最新推荐文章于 2024-08-10 13:06:40 发布

wwxy261

最新推荐文章于 2024-08-10 13:06:40 发布

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对于直线拟合y=kx+b，构造方程组kx+b-y=0-》Ax=0，求解A^T*A的最小特征值对应的特征向量，即使问题的答案k，b，1，下面用C++ Eigen3来实现

#include <iostream>
#include <fstream>
#include <vector>

#include <Eigen/Dense>
using namespace Eigen;

using namespace std;

int main()
{
	//cout << "Start Program" << endl;
	ifstream fread("data.txt");

	if (fread.fail())
	{
		cout << "Data File does not exit." << endl;
		return 0;
	}

	double x = 0;
	double y = 0;
	vector<double> xs;
	vector<double> ys;

	while (!fread.eof())
	{
		fread >> x >> y;
		xs.push_back(x);
		ys.push_back(y);
	}

	int len = xs.size();
	//cout << len << endl;
	Eigen::MatrixXd A(len, 3);
	for (int i = 0; i < len; i++)
	{
		A(i, 0) = xs[i];
		A(i, 1) = 1;
		A(i, 2) = -ys[i];
	}
	cout << "Matrix A" &