QR decomposition: Difference between revisions

QR decomposition (view source)

Revision as of 23:13, 9 August 2015

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→‎Library QR, gonum/matrix: update for library changes, also reorganize code a bit.

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Revision as of 03:19, 7 August 2015 (view source) Sonia (talk \| contribs) (→‎{{header\|Go}}: add gonum/matrix solution) ← Older edit		Revision as of 23:13, 9 August 2015 (view source) Sonia (talk \| contribs) (→‎Library QR, gonum/matrix: update for library changes, also reorganize code a bit.) Newer edit →
Line 1,116: ===Library QR, gonum/matrix=== <lang go>~~package~~import ~~main~~( ~~import (~~ "fmt" Line 1,132 ⟶ 1,130: }) f := mat64.QR(a) fmt.Printf("q:\n %.3f\n\n", M{mat64.Formatted(f.Q()}, mat64.Prefix(" "))) fmt.Printf("r:\n %.3f\n\n", M{mat64.Formatted(f.R()}, mat64.Prefix(" "))) // task 2: use qr decomp for polynomial regression example x := ~~mat64.NewDense(11~~[]float64{0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10} y := []float64{01, 16, 217, 334, 457, 586, 6121, 7162, 8209, 9262, 10321}) ya := ~~mat64.NewDense~~Vandermonde(11x, 1,2) fb := mat64.QRNewDense(a11, 1, y)▼ ~~[]float64{1, 6, 17, 34, 57, 86, 121, 162, 209, 262, 321})~~ fmt.Printf("polyfit:\n %.3f\n", ~~M{polyfit(x, y, 2)})~~ mat64.Formatted(mat64.QR(a).Solve(b), mat64.Prefix(" "))) } func ~~polyfit~~Vandermonde(~~x, y~~a mat64.Dense[]float64, ndegree int) mat64.Dense { ~~m, _~~x := xmat64.~~Dims~~NewDense(len(a), degree+1, nil) afor i := ~~mat64.NewDense(m,~~range ~~n+1,~~a ~~nil)~~{ for ij, p := 0, 1.; ij <= mdegree; i+j, p = j+1, pa[i] { v := 1 x.Set(i, j, p) ~~a.Set(i, 0, v)~~ ~~i1 := float64(i)~~ ~~for j := 1; j <= n; j++ {~~ v = i1▼ ~~a.Set(i, j, v)~~ } } return ~~f.Solve(y)~~x▼ ▲ f := mat64.QR(a) }</lang> ▲ return f.Solve(y) } ~~type M struct{ mat64.Matrix }~~ ~~func (m M) Format(f fmt.State, c rune) { mat64.Format(m, 0, 0, f, c) }</lang>~~ {{out}} <pre> q: ⎡-0.857 0.394 -0.331⎤ q: ⎡ ⎢-0.~~857~~ 429 -0.~~394~~903 -0.~~331⎤~~034⎥ ⎢- ⎣ 0.~~429~~286 -0.~~903~~ 171 -0.~~034⎥~~943⎦ ~~⎣ 0.286 -0.171 -0.943⎦~~ ⎣r: ⎡ 0-14.000 0-21.000 3514.~~000⎦~~000⎤▼ r: ⎡ ~~-14~~ ⎢ 0.000 -21175.000 1470.~~000⎤~~000⎥ ⎢ ⎣ 0.000 ~~-175~~ 0.000 7035.~~000⎥~~000⎦ ▲⎣ 0.000 0.000 35.000⎦ polyfit: ⎡1.000⎤ ▲ ~~v *= i1~~⎢2.000⎥ ~~⎡1.000⎤~~ ⎣3.000⎦▼ ~~⎢2.000⎥~~ ▲⎣3.000⎦ </pre>