15 lines
757 B
C#
15 lines
757 B
C#
public static double[] Polyfit(double[] x, double[] y, int degree)
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{
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// Vandermonde matrix
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var v = new DenseMatrix(x.Length, degree + 1);
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for (int i = 0; i < v.RowCount; i++)
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for (int j = 0; j <= degree; j++) v[i, j] = Math.Pow(x[i], j);
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var yv = new DenseVector(y).ToColumnMatrix();
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QR qr = v.QR();
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// Math.Net doesn't have an "economy" QR, so:
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// cut R short to square upper triangle, then recompute Q
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var r = qr.R.SubMatrix(0, degree + 1, 0, degree + 1);
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var q = v.Multiply(r.Inverse());
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var p = r.Inverse().Multiply(q.TransposeThisAndMultiply(yv));
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return p.Column(0).ToArray();
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}
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