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111 lines
2.6 KiB
C++
111 lines
2.6 KiB
C++
/*---------------------------------------------------------------------------*\
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FILE........: linreg.c
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AUTHOR......: David Rowe
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DATE CREATED: April 2015
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Linear regression C module based on:
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http://stackoverflow.com/questions/5083465/fast-efficient-least-squares-fit-algorithm-in-c
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Use:
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$ gcc linreg.c -o linreg -D__UNITTEST__ -Wall
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$ ./linreg
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Then compare yfit results with octave/tlinreg.m
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\*---------------------------------------------------------------------------*/
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/*
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Copyright (C) 2015 David Rowe
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All rights reserved.
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU Lesser General Public License version 2.1, as
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published by the Free Software Foundation. This program is
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distributed in the hope that it will be useful, but WITHOUT ANY
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WARRANTY; without even the implied warranty of MERCHANTABILITY or
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FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
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License for more details.
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You should have received a copy of the GNU Lesser General Public License
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along with this program; if not, see <http://www.gnu.org/licenses/>.
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*/
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#include <stdio.h>
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#include <stdlib.h>
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#include <math.h>
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#include "linreg.h"
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#include "comp_prim.h"
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namespace FreeDV
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{
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void linreg(COMP *m, COMP *b, float x[], COMP y[], int n)
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{
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float sumx = 0.0; /* sum of x */
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float sumx2 = 0.0; /* sum of x^2 */
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COMP sumxy = {0.0,0.0}; /* sum of x * y */
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COMP sumy = {0.0,0.0}; /* sum of y */
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COMP sumy2 = {0.0,0.0}; /* sum of y**2 */
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float denom;
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COMP zero;
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int i;
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for (i=0; i<n; i++) {
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sumx += x[i];
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sumx2 += x[i]*x[i];
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sumxy = cadd(sumxy, fcmult(x[i], y[i]));
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sumy = cadd(sumy, y[i]);
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sumy2 = cadd(sumy2, cmult(y[i],y[i]));
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}
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denom = (n * sumx2 - sumx*sumx);
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if (denom == 0) {
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/* singular matrix. can't solve the problem */
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zero.real = 0.0; zero.imag = 0.0;
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*m = zero;
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*b = zero;
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} else {
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*m = fcmult(1.0/denom, cadd(fcmult(n, sumxy), cneg(fcmult(sumx,sumy))));
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*b = fcmult(1.0/denom, cadd(fcmult(sumx2,sumy), cneg(fcmult(sumx, sumxy))));
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}
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}
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#ifdef __UNITTEST__
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static float x[] = {1, 2, 7, 8};
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static COMP y[] = {
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{-0.70702, 0.70708},
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{-0.77314, 0.63442},
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{-0.98083, 0.19511},
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{-0.99508, 0.09799}
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};
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int main(void) {
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float x1;
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COMP m,b,yfit;
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linreg(&m, &b, x, y, sizeof(x)/sizeof(float));
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for (x1=1; x1<=8; x1++) {
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yfit = cadd(fcmult(x1, m),b);
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printf("%f %f\n", yfit.real, yfit.imag);
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}
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return 0;
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}
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#endif
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} // FreeDV
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