最小二乘法

package com.smart.test;

/**
 * 最小二乘法计算类
 */
public class LeastSquareMethod
{

    private double[] x;
    private double[] y;
    private double[] weight;
    private int m;

    private double[] coefficient;

    public LeastSquareMethod(double[] x, double[] y, int m)
    {
        if (x == null || y == null || x.length < 2 || x.length != y.length || m < 2) throw new IllegalArgumentException("无效的参数");
        this.x = x;
        this.y = y;
        this.m = m;
        weight = new double[x.length];
        for (int i = 0; i < x.length; i++)
        {
            weight[i] = 1;
        }
    }

    public LeastSquareMethod(double[] x, double[] y, double[] weight, int m)
    {
        if (x == null || y == null || weight == null || x.length < 2 || x.length != y.length || x.length != weight.length || m < 2) throw new IllegalArgumentException("无效的参数");
        this.x = x;
        this.y = y;
        this.m = m;
        this.weight = weight;
    }

    public double[] getCoefficient()
    {
        if (coefficient == null) compute();
        return coefficient;
    }

    public double fit(double v)
    {
        if (coefficient == null) compute();
        if (coefficient == null) return 0;
        double sum = 0;
        for (int i = 0; i < coefficient.length; i++)
        {
            sum += Math.pow(v, i) * coefficient[i];
        }
        return sum;
    }

    private void compute()
    {
        if (x == null || y == null || x.length <= 1 || x.length != y.length || x.length < m || m < 2) return;

        double[] s = new double[(m - 1) * 2 + 1];
        for (int i = 0; i < s.length; i++)
        {
            for (int j = 0; j < x.length; j++)
                s[i] += Math.pow(x[j], i) * weight[j];
        }
        double[] f = new double[m];
        for (int i = 0; i < f.length; i++)
        {
            for (int j = 0; j < x.length; j++)
                f[i] += Math.pow(x[j], i) * y[j] * weight[j];
        }
        double[][] a = new double[m][m];
        for (int i = 0; i < m; i++)
        {
            for (int j = 0; j < m; j++)
            {
                a[i][j] = s[i + j];
            }
        }
        coefficient = Algorithm.multiLinearEquationGroup(a, f);
    }

    /**
     * @param args
     */
    public static void main(String[] args)
    {
        double[] x = { 0.0,0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9,1.0};
        double[] y = { 2.75,2.84,2.965,3.01,3.20,3.25,3.38,3.43,3.55,3.66,3.74};
        LeastSquareMethod l = new LeastSquareMethod(x, y, 2);
        double[] xx = l.getCoefficient();
        for (double a : xx)
        {
            System.out.println(a);
        }
        System.out.println(l.fit(0.9));
    }

}