Mercurial > hg > octave-lyh
view scripts/polynomial/polyfit.m @ 3061:1a5fe3010f09
[project @ 1997-06-25 18:36:19 by jwe]
author | jwe |
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date | Wed, 25 Jun 1997 18:37:30 +0000 |
parents | 8b262e771614 |
children | db6d57d718f7 |
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## Copyright (C) 1996, 1997 John W. Eaton ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA ## 02111-1307, USA. ## usage: [p, yf] = polyfit (x, y, n) ## ## Returns the coefficients of a polynomial p(x) of degree n that ## minimizes sumsq (p(x(i)) - y(i)), i.e., that best fits the data ## in the least squares sense. ## ## If two outputs are requested, also return the values of the ## polynomial for each value of x. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Created: 13 December 1994 ## Adapted-By: jwe function [p, yf] = polyfit (x, y, n) if (nargin != 3) usage ("polyfit (x, y, n)"); endif if (! (is_vector (x) && is_vector (y) && size (x) == size (y))) error ("polyfit: x and y must be vectors of the same size"); endif if (! (is_scalar (n) && n >= 0 && ! isinf (n) && n == round (n))) error ("polyfit: n must be a nonnegative integer"); endif l = length (x); x = reshape (x, l, 1); y = reshape (y, l, 1); ## Unfortunately, the economy QR factorization doesn't really save ## memory doing the computation -- the returned values are just ## smaller. ## [Q, R] = qr (X, 0); ## p = flipud (R \ (Q' * y)); ## XXX FIXME XXX -- this is probably not so good for extreme values of ## N or X... X = (x * ones (1, n+1)) .^ (ones (l, 1) * (0 : n)); p = (X' * X) \ (X' * y); if (! prefer_column_vectors) p = p'; endif if (nargout == 2) yf = X * p; endif endfunction