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	tlsfit.cpp - numeric - C++ library with numerical algorithms
	git clone git://src.adamsgaard.dk/numeric
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	tlsfit.cpp (1246B)
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	1 #include <iostream>
	2 #include <cmath> // NaN is here
	3 #include <armadillo>
	4 #include "header.h"
	5 #include "lsfit.h"
	6 #include "qrfunc.h"
	7
	8 // A number of i fitting functions, evaluated at x
	9 Floattype LSfit::fitfuncts(char i, Floattype x)
	10 {
	11 // Choose function i
	12 switch (i) {
	13 case 0:
	14 return 1.0f;
	15 break;
	16 case 1:
	17 return x;
	18 break;
	19 case 2:
	20 return x*x;
	21 break;
	22 default:
	23 std::cout << "Wrong function (i = "
	24 << i << ") specified in fitfuncts, x = "
	25 << x << '\n';
	26 return NAN;
	27 }
	28 }
	29
	30 // Constructor
	31 LSfit::LSfit(arma::Col<Floattype> &x,
	32 arma::Col<Floattype> &y,
	33 arma::Col<Floattype> &delta_y) : n(x.n_rows), m(3), A(n,m),…
	34 {
	35
	36 // Initialize b values
	37 b = y/delta_y;
	38
	39 // Initialize A values
	40 for (Lengthtype i=0; i<n; ++i) {
	41 for (Lengthtype k=0; k<m; ++k) {
	42 A(i,k) = fitfuncts(k,x(i)) / delta_y(i);
	43 }
	44 }
	45
	46 // Perform QR decomposition
	47 QR qr(A);
	48
	49 // Calculate the least-squares solution
	50 c = qr.backsub(b);
	51 }
	52
	53 // Evaluate function at x
	54 Floattype LSfit::eval(Floattype x)
	55 {
	56 // Find the linear combination of m functions to calculate F(x)
	57 Floattype sum = 0.0f;
	58 for (char k=0; k<m; ++k)
	59 sum += c(k) * fitfuncts(k, x);
	60 return sum;
	61 }