[数值算法]曲线线拟合的最小二乘法

王朝other·作者佚名  2006-01-31
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[数值算法]曲线线拟合的最小二乘法.

给出一些离散的点通过一条近似的曲线来表示这些点所代表的函数,这就是曲线拟合的目的.最小二乘法是和种简便而又实用的曲线拟合方法.

它除了能直接拟合形如y=a*x+b形的函数外.

还能对

1/y=a+b/x,(a>0)

y=a*exp(b*x),(a>0)

a=a*exp(b/x)(x>0,a>0),

y=a+b*lg(x),

y=a*x^b(a>0),

y=1/(a+b*exp(-x))(a>0);

等式子变换成线性表达式后进行拟合.

相关的理论请参考相关的数值算法的书籍,我这里只给出关键的函数及主程序段,其余相关的细节就不再一一罗列了.

void min2ByFixMethod1(Type* xArr,Type* yArr,int dataNum,FILE* outputFile)

{

Type* x_xArr,* x_yArr;/*make up data*/

Type c[2][2]={{0,0},{0,0}};/*medium data variable*/

Type d[2]={0,0};

Type tween;/*fatcor's mother*/

Type a,b;/*argu ...*/

assertF(xArr!=NULL,"in min2ByFixMethod1,xArr is NULL");

assertF(yArr!=NULL,"in min2ByFixMethod1,yArr is NULL");

assertF(outputFile!=NULL,"in min2ByFixMethod1,outputFile is NULL");

/*Memory apply*/

x_xArr=(Type*)malloc(sizeof(Type)*dataNum);

x_yArr=(Type*)malloc(sizeof(Type)*dataNum);

assertF(x_xArr!=NULL,"in min2ByFixMethod1,x_xArr is NULL");

assertF(x_yArr!=NULL,"in min2ByFixMethod1,x_yArr is NULL");

/*Other aid data make*/

arrEachBy(xArr,xArr,&x_xArr,dataNum);

arrEachBy(xArr,yArr,&x_yArr,dataNum);

c[0][0]=sumArr(x_xArr,dataNum);

c[0][1]=sumArr(xArr,dataNum);

c[1][0]=sumArr(xArr,dataNum);

c[1][1]=(Type)dataNum;

d[0]=sumArr(x_yArr,dataNum);

d[1]=sumArr(yArr,dataNum);

tween=c[0][0]*c[1][1]- c[0][1]*c[1][0];

assertF(fabs(tween)>=0.00001,"in min2ByFixMethod1,fabs(tween)<0.00001");

a=(d[0]*c[1][1]-c[0][1]*d[1])/tween;

b=(c[0][0]*d[1]-c[1][0]*d[0])/tween;

printf("the fix fun is %f+%fx.\n",b,a);

fprintf(outputFile,"the fix fun is %f+%fx.\r\n",b,a);

}

Type sumArr(Type* inArr,int len)

{

int i=0;/*iterator num*/

Type ans=0;

assertF(inArr!=NULL,"in sumArr,inArr is NULL\n");

for(i=0;i<len;i++)

ans+=inArr[i];

return ans;

}

void arrEachBy(Type* firstArr,Type* secondArr,Type** ansArr,int len)

{

int i=0;/*iterator num*/

/*assertion*/

assertF(firstArr!=NULL,"in arrEachBy,firstArr is NULL\n");

assertF(secondArr!=NULL,"in arrEachBy,secondArr is NULL\n");

assertF(ansArr!=NULL,"in arrEachBy,ansArr is NULL\n");

for(i=0;i<len;i++)

(*ansArr)[i]=firstArr[i]*secondArr[i];

}

/*Min2ByMethod Algorithm test program*/

#include "Global.h"

#include "Ulti.h"

#include "MyAssert.h"

#include "Fix.h"

#include <time.h>

#include <stdio.h>

#include <stdlib.h>

#include <string.h>

#include <math.h>

char *inFileName="inputData.txt";

/*

input data specification

len,

x0,x1,...,xn;

y0,y1,...,yn;

*/

char *outFileName="outputData.txt";

#define DEBUG 1

void main(int argc,char* argv[])

{

FILE *inputFile;/*input file*/

FILE *outputFile;/*output file*/

double startTime,endTime,tweenTime;/*time callopsed info*/

/*The read in data*/

int len;

Type* xList,* yList;

int i;/*iterator index*/

/*input file open*/

if(argc>1)strcpy(inFileName,argv[1]);

assertF((inputFile=fopen(inFileName,"rb"))!=NULL,"input file error");

printf("input file open success\n");

/*outpout file open*/

if(argc>2)strcpy(outFileName,argv[2]);

assertF((outputFile=fopen(outFileName,"wb"))!=NULL,"output file error");

printf("output file open success\n");

fscanf(inputFile,"%d,",&len);

/*Memory apply*/

xList=(Type*)malloc(sizeof(Type)*len);

yList=(Type*)malloc(sizeof(Type)*len);

/*Read info data*/

for(i=0;i<len-1;i++)

fscanf(inputFile,"%f,",&xList[i]);

fscanf(inputFile,"%f;",&xList[i]);

for(i=0;i<len-1;i++)

fscanf(inputFile,"%f,",&yList[i]);

fscanf(inputFile,"%f;",&yList[i]);

printf("read in data info,len:%d,\n",len);

showArrListFloat(xList,0,len);

showArrListFloat(yList,0,len);

#if DEBUG

printf("\n*******start of test program******\n");

printf("now is runnig,please wait...\n");

startTime=(double)clock()/(double)CLOCKS_PER_SEC;

/******************Core program code*************/

min2ByFixMethod1(xList,yList,len,outputFile);

/******************End of Core program**********/

endTime=(double)clock()/(double)CLOCKS_PER_SEC;

tweenTime=endTime-startTime;/*Get the time collapsed*/

/*Time collapsed output*/

printf("the collapsed time in this algorithm implement is:%f\n",tweenTime);

fprintf(outputFile,"the collapsed time in this algorithm implement is:%f\r\n",tweenTime);

printf("\n*******end of test program******\n");

#endif

free(xList);

free(yList);

printf("program end successfully,\n you have to preess any key to clean the buffer area to output,otherwise,you wiil not get the total answer.\n");

getchar();/*Screen Delay Control*/

return;

}

//测试数据1

7,

0.6,1.3,1.64,1.8,2.1,2.3,2.44;

7.05,12.2,14.4,15.2,17.4,19.6,20.2;

//输出:

the fix fun is 2.708288+7.150409x.

//测试数据2

2,

0,1;

3,5;

the fix fun is 3.000000+2.000000x.

 
 
 
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