aptdec/reg.c

/* ---------------------------------------------------------------------------

 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<math.h>

#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(int M, int N, double X[], 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< N; 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) {   
           printf("The matrix is SINGULAR !\n");
           printf("Cannot use algorithm --> exit\n");
           exit(1);
        }

     /* 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];
}