LinearLeastSquares.h

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#ifndef GRT_LINEAR_LEAST_SQUARES_HEADER
#define GRT_LINEAR_LEAST_SQUARES_HEADER

#include "../../CoreModules/MLBase.h"

GRT_BEGIN_NAMESPACE

class LinearLeastSquares : public MLBase{
public:
 LinearLeastSquares() {
 classType = "LinearLeastSquares";
 infoLog.setProceedingText("[LinearLeastSquares]");
 debugLog.setProceedingText("[DEBUG LinearLeastSquares]");
 errorLog.setProceedingText("[ERROR LinearLeastSquares]");
 trainingLog.setProceedingText("[TRAINING LinearLeastSquares]");
 warningLog.setProceedingText("[WARNING LinearLeastSquares]");
 
 m = 0;
 b = 0;
 r = 0;
 }
 
 virtual ~LinearLeastSquares(){
 
 }
 
 bool solve( const VectorFloat &x, const VectorFloat &y ){
 
 if( x.size() == 0 && y.size() == 0 ){
 warningLog << "solve( const VectorFloat &x, const VectorFloat &y ) - Failed to compute solution, input vectors are empty!" << endl;
 return false;
 }
 
 if( x.size() != y.size() ){
 warningLog << "solve( const VectorFloat &x, const VectorFloat &y ) - Failed to compute solution, input vectors do not have the same size!" << endl;
 return false;
 }
 
 const unsigned int N = (unsigned int)x.size();
 Float sumx = 0.0; //Stores the sum of x
 Float sumx2 = 0.0; //Stores the sum of x^2
 Float sumxy = 0.0; //Stores the sum of x * y
 Float sumy = 0.0; //Stores the sum of y
 Float sumy2 = 0.0; //Stores the sum of y**2
 Float denom = 0;
 
 m = 0;
 b = 0;
 r = 0;
 
 for(unsigned int i=0; i<N; i++){
 sumx += x[i];
 sumx2 += SQR(x[i]);
 sumxy += x[i] * y[i];
 sumy += y[i];
 sumy2 += SQR(y[i]);
 }
 
 denom = (n * sumx2 - sqr(sumx));
 if (denom == 0) {
 // singular matrix. can't solve the problem.
 warningLog << "solve( const VectorFloat &x, const VectorFloat &y ) - Failed to compute solution, singular matrix detected!" << endl;
 return false;
 }
 
 m = (n * sumxy - sumx * sumy) / denom;
 b = (sumy * sumx2 - sumx * sumxy) / denom;
 
 //compute correlation coeff
 r = (sumxy - sumx * sumy / n) / sqrt( (sumx2 - sqr(sumx)/n) * (sumy2 - sqr(sumy)/n) );
 
 return true;
 }
 
protected:

 Float m;
 Float b;
 Float r;
 
};

GRT_END_NAMESPACE

#endif //GRT_MEAN_SHIFT_HEADER