algorithm-in-python/math/numericalAnalysis/least_square.py

105 lines
2.8 KiB
Python

''' mbinary
#########################################################################
# File : least_square.py
# Author: mbinary
# Mail: zhuheqin1@gmail.com
# Blog: https://mbinary.coding.me
# Github: https://github.com/mbinary
# Created Time: 2018-10-02 21:14
# Description:
#########################################################################
'''
'''*************************************************************************
> File Name: least-square.py
> Author: mbinary
> Mail: zhuheqin1@gmail.com
> Created Time: Sat 07 Apr 2018 09:55:25 PM DST
> Blog: https://mbinary.github.io
> Description: 最小二乘法解线性方程组, 解矛盾方程组
************************************************************************'''
import re
import numpy as np
def solveConflitEqualtion(A,y):
'''solve equation like this: Av = y,
A:m*n v:n*1 y:m*1
return vector v
'''
A = np.matrix(A)
y = np.array(y)
ata = A.T*A
print('AtA')
print(ata)
return np.linalg.solve(ata,A.T*y) # note that is numpy.linalg.solve
def solveLinear(point,index):
y = [[i[1]] for i in point]
x = [[i[0]] for i in point]
A = []
for i in x:
A.append([i[0]**j for j in index])
res = solveConflitEqualtion(A,y)
print('the solution is : \n',res)
print('namely: ')
items = ['{:.4f}x^{}'.format(res[i,0],j) for i, j in enumerate(index)]
print('phi(x) = ',' + '.join(items))
def handleInput(s=None,y=None):
# numPt = re.compile (r'\d*\.{0,1}\d+')
if not s: s = input('input matrix A:m*n //m>=n\n')
s = s.replace(' ','')
li = re.findall(r'(\[(\d+)(,(\d+))+\])',s)
li = [parseLst(i[0]) for i in li]
if not y:y = input('input a vector y:n*1\n')
y = parseLst(y)
print('Equation: Av = y:')
print('y is as follows: ')
print(y)
print('A is as follows: ')
for i in li:
for j in i:
print('{}'.format(j).rjust(5),end='')
print('')
print('result v is as follows: ')
res = solveConflitEqualtion(li,y)
print(res)
def parseLst(s):
s = s.strip('[]')
li = s.split(',')
li = [float(j) for j in li]
return li
if __name__ == '__main__':
'''
li = '[[23,2],[2,5],[2,6]]'
y = '[1,3]'
while True:
handleInput(li,y)
s = input('input y to continue, n for exit')
if s!='y':break
'''
point = [(-3,14.3),(-2,8.3),(-1,4.7),(2,-8.3),(4,-22.7)]
lst = [0,3]
solveLinear(point,lst)
point= [(-3,14.3),(-2,8.3),(-1,4.7),(2,8.3),(4,22.7)]
lst = [0,2]
solveLinear(point,lst)
A = [[1,2],[2,1],[1,1]]
y = [[5],[6],[4]]
res = solveConflitEqualtion(A,y)
print(res)
A = [[1,-2],[1,5],[2,1],[1,1]]
y = [[1],[13.1],[7.9],[5.1]]
print(solveConflitEqualtion(A,y))