public static double[] LsFit(double[] x, double[] y, int order)
{
//Least squares fit to x, y data
int m = Math.Min(x.Length, y.Length);
int n = order + 1;
int i, j, r;
if (m < 1)
{
throw new Exception("Invalid number of elements for Ls");
}
double[] a = new double[m * n];
double[] b = new double[Math.Max(m, n)];
for (i = 0; i < m; ++i)
{
r = n * i;
a[r] = 1.0;
b[i] = y[i];
for (j = 1; j < n; ++j)
{
a[r + j] = x[i] * a[r + j - 1];
}
}
int info = Lapack.LAPACKE_dgels(Lapack.LAPACK_ROW_MAJOR, 'N', m, n, 1, a, n, b, 1);
if (info != 0)
{
throw new Exception(string.Format("LAPACKE_dgels returned {0}", info));
}
double[] c = new double[n];
for (i = 0; i < n; ++i)
{
c[i] = b[i];
}
return(c);
}
public static double[] LsSolve(double[] a, int rows, int cols, double[] b)
{
//Least squares solution of X * A = B, X returned. a is row * col matrix, b is column vector
int i;
double[] b1 = new double[b.Length];
Array.Copy(b, b1, b.Length);
int info = Lapack.LAPACKE_dgels(Lapack.LAPACK_ROW_MAJOR, 'N', rows, cols, 1, a, cols, b1, 1);
if (info != 0)
{
throw new Exception(string.Format("LAPACKE_dgels returned {0}", info));
}
double[] c = new double[cols];
for (i = 0; i < cols; ++i)
{
c[i] = b1[i];
}
return(c);
}
