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() : MLBase("LinearLeastSquares") { 
 m = 0;
 b = 0;
 r = 0;
 }
 
 virtual ~LinearLeastSquares(){
 
 }

 virtual bool clear() override {
 m = 0;
 b = 0;
 r = 0;
 return MLBase::clear();
 }
 
 bool solve( const VectorFloat &x, const VectorFloat &y ){

 //Reset any previous results
 clear();
 
 if( x.getSize() == 0 && y.getSize() == 0 ){
 warningLog << __GRT_LOG__ << " Failed to compute solution, input vectors are empty!" << std::endl;
 return false;
 }
 
 if( x.getSize() != y.getSize() ){
 warningLog << __GRT_LOG__ << " Failed to compute solution, input vectors do not have the same size!" << std::endl;
 return false;
 }
 
 const unsigned int N = x.getSize();
 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 << __GRT_LOG__ << " Failed to compute solution, singular matrix detected!" << std::endl;
 return false;
 }
 
 m = (N*sumxy - sumx*sumy) / denom;
 b = (sumy*sumx2 - sumx*sumxy) / denom;
 
 //compute correlation coeff
 Float norm = 1.0/N;
 sumx *= norm;
 sumy *= norm;
 sumxy *= norm;
 sumx2 *= norm;
 sumy2 *= norm;
 r = (sumxy - sumx*sumy) / sqrt( (sumx2 - SQR(sumx)) * (sumy2 - SQR(sumy)) );

 trained = true;
 converged = true;
 
 return true;
 }

 Float getM() const { return m; }

 Float getB() const { return b; }

 Float getR() const { return r; }
 
protected:

 Float m;
 Float b;
 Float r;
 
};

GRT_END_NAMESPACE

#endif //GRT_MEAN_SHIFT_HEADER