Mercurial > hg > octave-lyh
annotate scripts/polynomial/polyfit.m @ 10687:a8ce6bdecce5
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author | Rik <octave@nomad.inbox5.com> |
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date | Tue, 08 Jun 2010 20:22:38 -0700 |
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7017 | 1 ## Copyright (C) 1996, 1997, 1998, 1999, 2000, 2002, 2003, 2005, 2006, |
9245 | 2 ## 2007, 2008, 2009 John W. Eaton |
2313 | 3 ## |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
2313 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
2303 | 19 |
3368 | 20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {@var{p} =} polyfit (@var{x}, @var{y}, @var{n}) |
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22 ## @deftypefnx {Function File} {[@var{p}, @var{s}] =} polyfit (@var{x}, @var{y}, @var{n}) |
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23 ## @deftypefnx {Function File} {[@var{p}, @var{s}, @var{mu}] =} polyfit (@var{x}, @var{y}, @var{n}) |
3368 | 24 ## Return the coefficients of a polynomial @var{p}(@var{x}) of degree |
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25 ## @var{n} that minimizes the least-squares-error of the fit. |
3418 | 26 ## |
4491 | 27 ## The polynomial coefficients are returned in a row vector. |
28 ## | |
7501 | 29 ## The second output is a structure containing the following fields: |
3426 | 30 ## |
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31 ## @table @samp |
4491 | 32 ## @item R |
7501 | 33 ## Triangular factor R from the QR decomposition. |
4491 | 34 ## @item X |
7501 | 35 ## The Vandermonde matrix used to compute the polynomial coefficients. |
4491 | 36 ## @item df |
7501 | 37 ## The degrees of freedom. |
4491 | 38 ## @item normr |
7501 | 39 ## The norm of the residuals. |
4491 | 40 ## @item yf |
7501 | 41 ## The values of the polynomial for each value of @var{x}. |
4491 | 42 ## @end table |
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43 ## |
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44 ## The second output may be used by @code{polyval} to calculate the |
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45 ## statistical error limits of the predicted values. |
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46 ## |
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47 ## When the third output, @var{mu}, is present the |
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48 ## coefficients, @var{p}, are associated with a polynomial in |
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49 ## @var{xhat} = (@var{x}-@var{mu}(1))/@var{mu}(2). |
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50 ## Where @var{mu}(1) = mean (@var{x}), and @var{mu}(2) = std (@var{x}). |
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51 ## This linear transformation of @var{x} improves the numerical |
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52 ## stability of the fit. |
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53 ## @seealso{polyval, residue} |
3368 | 54 ## @end deftypefn |
2311 | 55 |
5428 | 56 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
2312 | 57 ## Created: 13 December 1994 |
58 ## Adapted-By: jwe | |
59 | |
4491 | 60 function [p, s, mu] = polyfit (x, y, n) |
2325 | 61 |
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62 if (nargin < 3 || nargin > 4) |
6046 | 63 print_usage (); |
2261 | 64 endif |
2325 | 65 |
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66 if (nargout > 2) |
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67 ## Normalized the x values. |
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68 mu = [mean(x), std(x)]; |
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69 x = (x - mu(1)) / mu(2); |
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70 endif |
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71 |
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72 if (! size_equal (x, y)) |
2261 | 73 error ("polyfit: x and y must be vectors of the same size"); |
74 endif | |
2325 | 75 |
4030 | 76 if (! (isscalar (n) && n >= 0 && ! isinf (n) && n == round (n))) |
2261 | 77 error ("polyfit: n must be a nonnegative integer"); |
78 endif | |
2325 | 79 |
3091 | 80 y_is_row_vector = (rows (y) == 1); |
81 | |
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82 ## Reshape x & y into column vectors. |
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83 l = numel (x); |
9138 | 84 x = x(:); |
85 y = y(:); | |
2325 | 86 |
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87 ## Construct the Vandermonde matrix. |
9138 | 88 v = vander (x, n+1); |
2261 | 89 |
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90 ## Solve by QR decomposition. |
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91 [q, r, k] = qr (v, 0); |
9138 | 92 p = r \ (q' * y); |
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93 p(k) = p; |
3091 | 94 |
4491 | 95 if (nargout > 1) |
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96 yf = v*p; |
3105 | 97 |
98 if (y_is_row_vector) | |
4491 | 99 s.yf = yf.'; |
100 else | |
101 s.yf = yf; | |
3105 | 102 endif |
3091 | 103 |
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104 s.R = r; |
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105 s.X = v; |
4491 | 106 s.df = l - n - 1; |
107 s.normr = norm (yf - y); | |
2261 | 108 endif |
109 | |
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110 ## Return a row vector. |
5395 | 111 p = p.'; |
112 | |
2261 | 113 endfunction |
7411 | 114 |
115 %!test | |
116 %! x = [-2, -1, 0, 1, 2]; | |
117 %! assert(all (all (abs (polyfit (x, x.^2+x+1, 2) - [1, 1, 1]) < sqrt (eps)))); | |
118 | |
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119 %!error(polyfit ([1, 2; 3, 4], [1, 2, 3, 4], 2)) |
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120 |
7411 | 121 %!test |
122 %! x = [-2, -1, 0, 1, 2]; | |
123 %! assert(all (all (abs (polyfit (x, x.^2+x+1, 3) - [0, 1, 1, 1]) < sqrt (eps)))); | |
124 | |
125 %!test | |
126 %! x = [-2, -1, 0, 1, 2]; | |
127 %! fail("polyfit (x, x.^2+x+1)"); | |
128 | |
129 %!test | |
130 %! x = [-2, -1, 0, 1, 2]; | |
131 %! fail("polyfit (x, x.^2+x+1, [])"); | |
132 | |
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133 ## Test difficult case where scaling is really needed. This example |
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134 ## demonstrates the rather poor result which occurs when the dependent |
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135 ## variable is not normalized properly. |
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136 ## Also check the usage of 2nd & 3rd output arguments. |
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137 %!test |
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138 %! x = [ -1196.4, -1195.2, -1194, -1192.8, -1191.6, -1190.4, -1189.2, -1188, \ |
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139 %! -1186.8, -1185.6, -1184.4, -1183.2, -1182]; |
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140 %! y = [ 315571.7086, 315575.9618, 315579.4195, 315582.6206, 315585.4966, \ |
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141 %! 315588.3172, 315590.9326, 315593.5934, 315596.0455, 315598.4201, \ |
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142 %! 315600.7143, 315602.9508, 315605.1765 ]; |
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143 %! [p1, s1] = polyfit (x, y, 10); |
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144 %! [p2, s2, mu] = polyfit (x, y, 10); |
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145 %! assert (s2.normr < s1.normr) |
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146 |
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147 %!test |
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148 %! x = 1:4; |
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149 %! p0 = [1i, 0, 2i, 4]; |
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150 %! y0 = polyval (p0, x); |
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151 %! p = polyfit (x, y0, numel(p0)-1); |
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152 %! assert (p, p0, 1000*eps) |
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153 |
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154 %!test |
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155 %! x = 1000 + (-5:5); |
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156 %! xn = (x - mean (x)) / std (x); |
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157 %! pn = ones (1,5); |
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158 %! y = polyval (pn, xn); |
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159 %! [p, s, mu] = polyfit (x, y, numel(pn)-1); |
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160 %! [p2, s2] = polyfit (x, y, numel(pn)-1); |
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161 %! assert (p, pn, s.normr) |
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162 %! assert (s.yf, y, s.normr) |
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163 %! assert (mu, [mean(x), std(x)]) |
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165 |
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166 %!test |
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167 %! x = [1, 2, 3; 4, 5, 6]; |
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168 %! y = [0, 0, 1; 1, 0, 0]; |
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169 %! p = polyfit (x, y, 5); |
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170 %! expected = [0, 1, -14, 65, -112, 60]/12; |
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171 %! assert (p, expected, sqrt(eps)) |
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172 |
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173 |