/// <summary>
/// 求无加权最小二乘解。
/// </summary>
/// <param name="rowCount">行数（方程数）。</param>
/// <param name="columnCount">列数（未知数数）。</param>
/// <param name="coefficients">系数矩阵（用向量表示）。</param>
/// <param name="constants">常数项向量。</param>
/// <returns>无加权最小二乘解。</returns>
static public double[] OrdinaryLeastSquares(int rowCount, int columnCount, double[] coefficients, double[] constants)
{
DenseMatrix a = Matrix.Create(rowCount, columnCount, coefficients, MatrixElementOrder.ColumnMajor);
DenseVector b = Vector.Create(constants);
LeastSquaresSolver solver = new LeastSquaresSolver(a, b);
try
{
solver.SolutionMethod = LeastSquaresSolutionMethod.NormalEquations;
return(solver.Solution.ToArray());
}
catch
{
solver.SolutionMethod = LeastSquaresSolutionMethod.SingularValueDecomposition;
return(solver.Solution.ToArray());
}
//#region 输出到文件
//StreamWriter coefficientFile = new StreamWriter("Output/ + Constant.Gold + "/" + Coefficients.csv", false, Encoding.Default);
//coefficientFile.Write(doubleArrayToString(coefficients));
//coefficientFile.Close();
//StreamWriter constantFile = new StreamWriter("Output/ + Constant.Gold + "/" + Constants.csv", false, Encoding.Default);
//constantFile.Write(doubleArrayToString(constants));
//constantFile.Close();
//#endregion
}
static void ExtremeLeastSquares()
{
//DenseMatrix a = Matrix.Create(6, 2, new double[]
// {
// 1, 2, 1,1, 2, 1,
// 1, 1, 2,1, 1, 2,
// }, MatrixElementOrder.ColumnMajor);
//DenseVector b = Vector.Create(1, -2, 4, 5, 8, 6);
DenseMatrix a = Matrix.Create(3, 2, new double[]
{
1, 2, 1,
1, 1, 1,
}, MatrixElementOrder.ColumnMajor);
DenseVector b = Vector.Create(1, 2, 3);
LeastSquaresSolver solver = new LeastSquaresSolver(a, b);
solver.SolutionMethod = LeastSquaresSolutionMethod.NormalEquations;
//Vector x = solver.Solve();
double[] result = solver.Solution.ToArray();
//DenseMatrix m = Matrix.Create(2, 2, new double[]
// {
// 1, 1,
// 1, 1,
// }, MatrixElementOrder.ColumnMajor);
//DenseVector b1 = Vector.Create(1, 3);
//Vector x1 = m.Solve(b1, false);
}
