1
0
mirror of https://github.com/zenorogue/hyperrogue.git synced 2024-10-31 19:36:16 +00:00
hyperrogue/rogueviz/leastsquare.cpp
2022-11-11 14:56:59 +01:00

102 lines
2.4 KiB
C++

#include <vector>
#include <cstdio>
#include <cmath>
#include <array>
namespace lsq {
using namespace std;
typedef double val;
struct inverse_error {};
template<size_t N> array<array<val, N>, N> invert(const array<array<val, N>, N>& T) {
int iN = N;
auto T1 = T, T2 = T;
for(int y=0; y<iN; y++)
for(int x=0; x<iN; x++)
T2[y][x] = (x==y);
for(int a=0; a<iN; a++) {
int best = a;
for(int b=a+1; b<iN; b++)
if(abs(T1[b][a]) > abs(T1[best][a]))
best = b;
int b = best;
if(b != a)
for(int c=0; c<iN; c++)
swap(T1[b][c], T1[a][c]), swap(T2[b][c], T2[a][c]);
if(abs(T1[a][a]) < 1e-6) throw inverse_error();
for(int b=a+1; b<iN; b++) {
val co = -T1[b][a] / T1[a][a];
for(int c=0; c<iN; c++) T1[b][c] += T1[a][c] * co, T2[b][c] += T2[a][c] * co;
}
}
for(int a=N-1; a>=0; a--) {
for(int b=0; b<a; b++) {
val co = -T1[b][a] / T1[a][a];
for(int c=0; c<iN; c++) T1[b][c] += T1[a][c] * co, T2[b][c] += T2[a][c] * co;
}
val co = 1 / T1[a][a];
for(int c=0; c<iN; c++) T1[a][c] *= co, T2[a][c] *= co;
}
return T2;
}
template<size_t N> struct leastsquare_solution : public array<val, N> {
val operator() (const array<val, N> X) {
int iN = N;
val res = 0;
for(int j=0; j<iN; j++) res += X[j] * (*this)[j];
return res;
}
};
template<size_t N> struct leastsquare_solver {
array<array<val, N>, N> toinvert;
array<val, N> Xty;
static const int iN = N;
leastsquare_solver() {
for(int y=0; y<iN; y++) Xty[y] = 0;
for(int y=0; y<iN; y++)
for(int x=0; x<iN; x++)
toinvert[y][x] = 0;
}
void add_data(const array<val, N> X, val y) {
for(int j=0; j<iN; j++)
for(int k=0; k<iN; k++)
toinvert[j][k] += X[j] * X[k];
for(int j=0; j<iN; j++)
Xty[j] += X[j] * y;
}
void operator += (const leastsquare_solver<iN> other) {
for(int j=0; j<iN; j++)
for(int k=0; k<iN; k++)
toinvert[j][k] += other.toinvert[j][k];
for(int j=0; j<iN; j++)
Xty[j] += other.Xty[j];
}
leastsquare_solution<iN> solve() {
auto res = invert(toinvert);
leastsquare_solution<iN> s;
for(int i=0; i<iN; i++) {
s[i] = 0;
for(int j=0; j<iN; j++)
s[i] += res[i][j] * Xty[j];
}
return s;
}
};
}