Beispiel #1
0
        public lsfit(vector x, vector y, vector yerr, Func <double, double>[] fs)
        {
            int    dsize = x.size;
            int    nf    = fs.Length;
            matrix A     = new matrix(dsize, nf);
            vector b     = new vector(dsize);

            fun = fs;

            for (int i = 0; i < dsize; i++)
            {
                b[i] = y[i] / yerr[i];
                for (int k = 0; k < nf; k++)
                {
                    A[i, k] = fs[k](x[i]) / yerr[i];
                }
            }

            qr_decomp_GS decomp = new qr_decomp_GS(A);

            q = decomp.Q;
            r = decomp.R;

            c = decomp.solve(b);

            qr_decomp_GS decomp_covar = new qr_decomp_GS(A.T * A);

            covar = decomp_covar.inverse();
            cerr  = new vector(covar.size1);
            for (int i = 0; i < covar.size1; i++)
            {
                cerr[i] = Sqrt(covar[i, i]);
            }
        }
Beispiel #2
0
    static void A2()
    {
        WriteLine("Problem A2");
        var    rand = new System.Random();
        int    n    = 2 + rand.Next(20);
        matrix A    = make_random_matrix(n, n);
        vector b    = make_random_vector(n);

        WriteLine("Random square matrix A:");
        A.print("A = ");

        WriteLine("Random vector b:");
        b.print("b = ");

        qr_decomp_GS decomposition = new qr_decomp_GS(A);
        vector       x             = decomposition.solve(b);

        x.print("Solution x = ");
        (A * x - b).print("A*x-b = ");
    }