mirror of
https://github.com/zenorogue/hyperrogue.git
synced 2024-11-16 18:24:48 +00:00
62629f3e70
Since we require C++11, most of these consts can be constexpr. Two `static const ld` remain non-compile-time-evaluable because they depend on the runtime `log` function. One `static const cld` remains non-compile-time because `std::complex<T>` doesn't become constexpr until C++14.
102 lines
2.4 KiB
C++
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 constexpr 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;
|
|
}
|
|
};
|
|
|
|
}
|