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backport r963940, reimplement linearRegression on top of the better fitHyperplane

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This commit is contained in:
Benoit Jacob 2009-05-05 17:16:45 +00:00
parent c9edcc5acd
commit f82d9bdf9a
2 changed files with 11 additions and 28 deletions
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1
Eigen/LeastSquares
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@ -5,7 +5,6 @@
#include "src/Core/util/DisableMSVCWarnings.h" #include "src/Core/util/DisableMSVCWarnings.h"
#include "LU"
#include "QR" #include "QR"
#include "Geometry" #include "Geometry"

38
Eigen/src/LeastSquares/LeastSquares.h
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@ -1,7 +1,7 @@
// This file is part of Eigen, a lightweight C++ template library // This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project. // for linear algebra. Eigen itself is part of the KDE project.
// //
// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com> // Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
// //
// Eigen is free software; you can redistribute it and/or // Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public // modify it under the terms of the GNU Lesser General Public
@ -80,11 +80,11 @@
This vector must be of the same type and size as the This vector must be of the same type and size as the
data points. The meaning of its coords is as follows. data points. The meaning of its coords is as follows.
For brevity, let \f$n=Size\f$, For brevity, let \f$n=Size\f$,
\f$r_i=retCoefficients[i]\f$, \f$r_i=result[i]\f$,
and \f$f=funcOfOthers\f$. Denote by and \f$f=funcOfOthers\f$. Denote by
\f$x_0,\ldots,x_{n-1}\f$ \f$x_0,\ldots,x_{n-1}\f$
the n coordinates in the n-dimensional space. the n coordinates in the n-dimensional space.
Then the result equation is: Then the resulting equation is:
\f[ x_f = r_0 x_0 + \cdots + r_{f-1}x_{f-1} \f[ x_f = r_0 x_0 + \cdots + r_{f-1}x_{f-1}
+ r_{f+1}x_{f+1} + \cdots + r_{n-1}x_{n-1} + r_n. \f] + r_{f+1}x_{f+1} + \cdots + r_{n-1}x_{n-1} + r_n. \f]
* @param funcOfOthers Determines which coord to express as a function of the * @param funcOfOthers Determines which coord to express as a function of the
@ -101,31 +101,15 @@ void linearRegression(int numPoints,
int funcOfOthers ) int funcOfOthers )
{ {
typedef typename VectorType::Scalar Scalar; typedef typename VectorType::Scalar Scalar;
EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType) typedef Hyperplane<Scalar, VectorType::SizeAtCompileTime> HyperplaneType;
ei_assert(numPoints >= 1); const int size = points[0]->size();
int size = points[0]->size();
ei_assert(funcOfOthers >= 0 && funcOfOthers < size);
result->resize(size); result->resize(size);
HyperplaneType h(size);
Matrix<Scalar, Dynamic, VectorType::SizeAtCompileTime, fitHyperplane(numPoints, points, &h);
RowMajor, Dynamic, VectorType::MaxSizeAtCompileTime> for(int i = 0; i < funcOfOthers; i++)
m(numPoints, size); result->coeffRef(i) = - h.coeffs()[i] / h.coeffs()[funcOfOthers];
if(funcOfOthers>0) for(int i = funcOfOthers; i < size; i++)
for(int i = 0; i < numPoints; ++i) result->coeffRef(i) = - h.coeffs()[i+1] / h.coeffs()[funcOfOthers];
m.row(i).start(funcOfOthers) = points[i]->start(funcOfOthers);
if(funcOfOthers<size-1)
for(int i = 0; i < numPoints; ++i)
m.row(i).segment(funcOfOthers, size-funcOfOthers-1)
= points[i]->end(size-funcOfOthers-1);
for(int i = 0; i < numPoints; ++i)
m.row(i).coeffRef(size-1) = Scalar(1);
VectorType v(size);
v.setZero();
for(int i = 0; i < numPoints; ++i)
v += m.row(i).adjoint() * points[i]->coeff(funcOfOthers);
ei_assert((m.adjoint()*m).lu().solve(v, result));
} }
/** \ingroup LeastSquares_Module /** \ingroup LeastSquares_Module