# include # include # include # include # include # include using namespace std; # include "vandermonde_approx_1d.hpp" # include "qr_solve.hpp" //****************************************************************************80 double *vandermonde_approx_1d_coef ( int n, int m, double x[], double y[] ) //****************************************************************************80 // // Purpose: // // VANDERMONDE_APPROX_1D_COEF computes a 1D polynomial approximant. // // Discussion: // // We assume the approximating function has the form // // p(x) = c0 + c1 * x + c2 * x^2 + ... + cm * x^m. // // We have n data values (x(i),y(i)) which must be approximated: // // p(x(i)) = c0 + c1 * x(i) + c2 * x(i)^2 + ... + cm * x(i)^m = y(i) // // This can be cast as an Nx(M+1) linear system for the polynomial // coefficients: // // [ 1 x1 x1^2 ... x1^m ] [ c0 ] = [ y1 ] // [ 1 x2 x2^2 ... x2^m ] [ c1 ] = [ y2 ] // [ .................. ] [ ... ] = [ ... ] // [ 1 xn xn^2 ... xn^m ] [ cm ] = [ yn ] // // In the typical case, N is greater than M+1 (we have more data and equations // than degrees of freedom) and so a least squares solution is appropriate, // in which case the computed polynomial will be a least squares approximant // to the data. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 10 October 2012 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of data points. // // Input, int M, the degree of the polynomial. // // Input, double X[N], Y[N], the data values. // // Output, double VANDERMONDE_APPROX_1D_COEF[M+1], the coefficients of // the approximating polynomial. C(0) is the constant term, and C(M) // multiplies X^M. // { double *a; double *c; a = vandermonde_approx_1d_matrix ( n, m, x ); c = qr_solve ( n, m + 1, a, y ); delete [] a; return c; } //****************************************************************************80 double *vandermonde_approx_1d_matrix ( int n, int m, double x[] ) //****************************************************************************80 // // Purpose: // // VANDERMONDE_APPROX_1D_MATRIX computes a Vandermonde 1D approximation matrix. // // Discussion: // // We assume the approximant has the form // // p(x) = c0 + c1 * x + c2 * x^2 + ... + cm * x^m. // // We have n data values (x(i),y(i)) which must be approximated: // // p(x(i)) = c0 + c1 * x(i) + c2 * x(i)^2 + ... + cm * x(i)^m = y(i) // // This can be cast as an Nx(M+1) linear system for the polynomial // coefficients: // // [ 1 x1 x1^2 ... x1^m ] [ c0 ] = [ y1 ] // [ 1 x2 x2^2 ... x2^m ] [ c1 ] = [ y2 ] // [ .................. ] [ ... ] = [ ... ] // [ 1 xn xn^2 ... xn^m ] [ cm ] = [ yn ] // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 10 October 2012 // // Author: // // John Burkardt // // Parameters: // // Input, int N, the number of data points. // // Input, int M, the degree of the polynomial. // // Input, double X(N), the data values. // // Output, double VANDERMONDE_APPROX_1D_MATRIX[N*(M+1)], the Vandermonde matrix for X. // { double *a; int i; int j; a = new double[n*(m+1)]; for ( i = 0; i < n; i++ ) { a[i+0*n] = 1.0; } for ( j = 1; j <= m; j++ ) { for ( i = 0; i < n; i++ ) { a[i+j*n] = a[i+(j-1)*n] * x[i]; } } return a; }