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author | Stanislaw Halik <sthalik@misaki.pl> | 2017-03-25 14:17:07 +0100 |
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committer | Stanislaw Halik <sthalik@misaki.pl> | 2017-03-25 14:17:07 +0100 |
commit | 35f7829af10c61e33dd2e2a7a015058e11a11ea0 (patch) | |
tree | 7135010dcf8fd0a49f3020d52112709bcb883bd6 /eigen/Eigen/src/Eigen2Support/LeastSquares.h | |
parent | 6e8724193e40a932faf9064b664b529e7301c578 (diff) |
update
Diffstat (limited to 'eigen/Eigen/src/Eigen2Support/LeastSquares.h')
-rw-r--r-- | eigen/Eigen/src/Eigen2Support/LeastSquares.h | 169 |
1 files changed, 0 insertions, 169 deletions
diff --git a/eigen/Eigen/src/Eigen2Support/LeastSquares.h b/eigen/Eigen/src/Eigen2Support/LeastSquares.h deleted file mode 100644 index 7992d49..0000000 --- a/eigen/Eigen/src/Eigen2Support/LeastSquares.h +++ /dev/null @@ -1,169 +0,0 @@ -// This file is part of Eigen, a lightweight C++ template library -// for linear algebra. -// -// Copyright (C) 2006-2009 Benoit Jacob <jacob.benoit.1@gmail.com> -// -// This Source Code Form is subject to the terms of the Mozilla -// Public License v. 2.0. If a copy of the MPL was not distributed -// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. - -#ifndef EIGEN2_LEASTSQUARES_H -#define EIGEN2_LEASTSQUARES_H - -namespace Eigen { - -/** \ingroup LeastSquares_Module - * - * \leastsquares_module - * - * For a set of points, this function tries to express - * one of the coords as a linear (affine) function of the other coords. - * - * This is best explained by an example. This function works in full - * generality, for points in a space of arbitrary dimension, and also over - * the complex numbers, but for this example we will work in dimension 3 - * over the real numbers (doubles). - * - * So let us work with the following set of 5 points given by their - * \f$(x,y,z)\f$ coordinates: - * @code - Vector3d points[5]; - points[0] = Vector3d( 3.02, 6.89, -4.32 ); - points[1] = Vector3d( 2.01, 5.39, -3.79 ); - points[2] = Vector3d( 2.41, 6.01, -4.01 ); - points[3] = Vector3d( 2.09, 5.55, -3.86 ); - points[4] = Vector3d( 2.58, 6.32, -4.10 ); - * @endcode - * Suppose that we want to express the second coordinate (\f$y\f$) as a linear - * expression in \f$x\f$ and \f$z\f$, that is, - * \f[ y=ax+bz+c \f] - * for some constants \f$a,b,c\f$. Thus, we want to find the best possible - * constants \f$a,b,c\f$ so that the plane of equation \f$y=ax+bz+c\f$ fits - * best the five above points. To do that, call this function as follows: - * @code - Vector3d coeffs; // will store the coefficients a, b, c - linearRegression( - 5, - &points, - &coeffs, - 1 // the coord to express as a function of - // the other ones. 0 means x, 1 means y, 2 means z. - ); - * @endcode - * Now the vector \a coeffs is approximately - * \f$( 0.495 , -1.927 , -2.906 )\f$. - * Thus, we get \f$a=0.495, b = -1.927, c = -2.906\f$. Let us check for - * instance how near points[0] is from the plane of equation \f$y=ax+bz+c\f$. - * Looking at the coords of points[0], we see that: - * \f[ax+bz+c = 0.495 * 3.02 + (-1.927) * (-4.32) + (-2.906) = 6.91.\f] - * On the other hand, we have \f$y=6.89\f$. We see that the values - * \f$6.91\f$ and \f$6.89\f$ - * are near, so points[0] is very near the plane of equation \f$y=ax+bz+c\f$. - * - * Let's now describe precisely the parameters: - * @param numPoints the number of points - * @param points the array of pointers to the points on which to perform the linear regression - * @param result pointer to the vector in which to store the result. - This vector must be of the same type and size as the - data points. The meaning of its coords is as follows. - For brevity, let \f$n=Size\f$, - \f$r_i=result[i]\f$, - and \f$f=funcOfOthers\f$. Denote by - \f$x_0,\ldots,x_{n-1}\f$ - the n coordinates in the n-dimensional space. - Then the resulting equation is: - \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] - * @param funcOfOthers Determines which coord to express as a function of the - others. Coords are numbered starting from 0, so that a - value of 0 means \f$x\f$, 1 means \f$y\f$, - 2 means \f$z\f$, ... - * - * \sa fitHyperplane() - */ -template<typename VectorType> -void linearRegression(int numPoints, - VectorType **points, - VectorType *result, - int funcOfOthers ) -{ - typedef typename VectorType::Scalar Scalar; - typedef Hyperplane<Scalar, VectorType::SizeAtCompileTime> HyperplaneType; - const int size = points[0]->size(); - result->resize(size); - HyperplaneType h(size); - fitHyperplane(numPoints, points, &h); - for(int i = 0; i < funcOfOthers; i++) - result->coeffRef(i) = - h.coeffs()[i] / h.coeffs()[funcOfOthers]; - for(int i = funcOfOthers; i < size; i++) - result->coeffRef(i) = - h.coeffs()[i+1] / h.coeffs()[funcOfOthers]; -} - -/** \ingroup LeastSquares_Module - * - * \leastsquares_module - * - * This function is quite similar to linearRegression(), so we refer to the - * documentation of this function and only list here the differences. - * - * The main difference from linearRegression() is that this function doesn't - * take a \a funcOfOthers argument. Instead, it finds a general equation - * of the form - * \f[ r_0 x_0 + \cdots + r_{n-1}x_{n-1} + r_n = 0, \f] - * where \f$n=Size\f$, \f$r_i=retCoefficients[i]\f$, and we denote by - * \f$x_0,\ldots,x_{n-1}\f$ the n coordinates in the n-dimensional space. - * - * Thus, the vector \a retCoefficients has size \f$n+1\f$, which is another - * difference from linearRegression(). - * - * In practice, this function performs an hyper-plane fit in a total least square sense - * via the following steps: - * 1 - center the data to the mean - * 2 - compute the covariance matrix - * 3 - pick the eigenvector corresponding to the smallest eigenvalue of the covariance matrix - * The ratio of the smallest eigenvalue and the second one gives us a hint about the relevance - * of the solution. This value is optionally returned in \a soundness. - * - * \sa linearRegression() - */ -template<typename VectorType, typename HyperplaneType> -void fitHyperplane(int numPoints, - VectorType **points, - HyperplaneType *result, - typename NumTraits<typename VectorType::Scalar>::Real* soundness = 0) -{ - typedef typename VectorType::Scalar Scalar; - typedef Matrix<Scalar,VectorType::SizeAtCompileTime,VectorType::SizeAtCompileTime> CovMatrixType; - EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType) - ei_assert(numPoints >= 1); - int size = points[0]->size(); - ei_assert(size+1 == result->coeffs().size()); - - // compute the mean of the data - VectorType mean = VectorType::Zero(size); - for(int i = 0; i < numPoints; ++i) - mean += *(points[i]); - mean /= numPoints; - - // compute the covariance matrix - CovMatrixType covMat = CovMatrixType::Zero(size, size); - for(int i = 0; i < numPoints; ++i) - { - VectorType diff = (*(points[i]) - mean).conjugate(); - covMat += diff * diff.adjoint(); - } - - // now we just have to pick the eigen vector with smallest eigen value - SelfAdjointEigenSolver<CovMatrixType> eig(covMat); - result->normal() = eig.eigenvectors().col(0); - if (soundness) - *soundness = eig.eigenvalues().coeff(0)/eig.eigenvalues().coeff(1); - - // let's compute the constant coefficient such that the - // plane pass trough the mean point: - result->offset() = - (result->normal().cwise()* mean).sum(); -} - -} // end namespace Eigen - -#endif // EIGEN2_LEASTSQUARES_H |