/* --------------------------------------------------------------------------- Polynomial regression, freely adapted from: NUMERICAL METHODS: C Programs, (c) John H. Mathews 1995 Algorithm translated to C by: Dr. Norman Fahrer NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, 1992 Prentice Hall, International Editions: ISBN 0-13-625047-5 This free software is compliments of the author. E-mail address: in%"mathews@fullerton.edu" */ #include #define DMAX 5 /* Maximum degree of polynomial */ #define NMAX 10 /* Maximum number of points */ static void FactPiv(int N, double A[DMAX][DMAX], double B[], double Cf[]); void polyreg(const int M, const int N, const double X[], const double Y[], double C[]) { int R, K, J; /* Loop counters */ double A[DMAX][DMAX]; /* A */ double B[DMAX]; double P[2 * DMAX + 1]; double x, y; double p; /* Zero the array */ for (R = 0; R < M + 1; R++) B[R] = 0; /* Compute the column vector */ for (K = 0; K < N; K++) { y = Y[K]; x = X[K]; p = 1.0; for (R = 0; R < M + 1; R++) { B[R] += y * p; p = p * x; } } /* Zero the array */ for (J = 1; J <= 2 * M; J++) P[J] = 0; P[0] = N; /* Compute the sum of powers of x_(K-1) */ for (K = 0; K < N; K++) { x = X[K]; p = X[K]; for (J = 1; J <= 2 * M; J++) { P[J] += p; p = p * x; } } /* Determine the matrix entries */ for (R = 0; R < M + 1; R++) { for (K = 0; K < M + 1; K++) A[R][K] = P[R + K]; } /* Solve the linear system of M + 1 equations: A*C = B for the coefficient vector C = (c_1,c_2,..,c_M,c_(M+1)) */ FactPiv(M + 1, A, B, C); } /* end main */ /*--------------------------------------------------------*/ static void FactPiv(int N, double A[DMAX][DMAX], double B[], double Cf[]) { int K, P, C, J; /* Loop counters */ int Row[NMAX]; /* Field with row-number */ double X[DMAX], Y[DMAX]; double SUM, DET = 1.0; int T; /* Initialize the pointer vector */ for (J = 0; J < NMAX; J++) Row[J] = J; /* Start LU factorization */ for (P = 0; P < N - 1; P++) { /* Find pivot element */ for (K = P + 1; K < N; K++) { if (fabs(A[Row[K]][P]) > fabs(A[Row[P]][P])) { /* Switch the index for the p-1 th pivot row if necessary */ T = Row[P]; Row[P] = Row[K]; Row[K] = T; DET = -DET; } } /* End of simulated row interchange */ if (A[Row[P]][P] == 0) { /* The matrix is SINGULAR! */ return; } /* Multiply the diagonal elements */ DET = DET * A[Row[P]][P]; /* Form multiplier */ for (K = P + 1; K < N; K++) { A[Row[K]][P] = A[Row[K]][P] / A[Row[P]][P]; /* Eliminate X_(p-1) */ for (C = P + 1; C < N + 1; C++) { A[Row[K]][C] -= A[Row[K]][P] * A[Row[P]][C]; } } } /* End of L*U factorization routine */ DET = DET * A[Row[N - 1]][N - 1]; /* Start the forward substitution */ for (K = 0; K < N; K++) Y[K] = B[K]; Y[0] = B[Row[0]]; for (K = 1; K < N; K++) { SUM = 0; for (C = 0; C <= K - 1; C++) SUM += A[Row[K]][C] * Y[C]; Y[K] = B[Row[K]] - SUM; } /* Start the back substitution */ X[N - 1] = Y[N - 1] / A[Row[N - 1]][N - 1]; for (K = N - 2; K >= 0; K--) { SUM = 0; for (C = K + 1; C < N; C++) { SUM += A[Row[K]][C] * X[C]; } X[K] = (Y[K] - SUM) / A[Row[K]][K]; } /* End of back substitution */ /* Output */ for (K = 0; K < N; K++) Cf[K] = X[K]; }