TA的每日心情 | 开心 2021-3-12 23:18 |
---|
签到天数: 2 天 [LV.1]初来乍到
|
最小二乘法的代码,二个构造方法,一个是不带权的,一个是带权的
/**
* 最小二乘法计算类
*
* @author Administrator
*
*/
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 = 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;
}
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 += 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 += 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[j] = s[i + j];
}
}
coefficient = Algorithm.multiLinearEquationGroup(a, f);
}
/**
* @param args
*/
public static void main(String[] args) {
LeastSquareMethod l = new LeastSquareMethod(
new double[] { 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008 },
new double[] { 37.84, 44.55, 45.74, 63.8, 76.67, 105.59, 178.48, 355.27, 409.92 },
new double[] { 11, 12, 13, 14, 15, 16, 17, 18, 19 },
2);
double[] x = l.getCoefficient();
for (double xx : x) {
System.out.println(xx);
}
System.out.println(l.fit(2009));
}
}
用到了多元一次方程的解法:
public class Algorithm {
/**
* 多元一次方程求解
* @param a 系数数组
* @param b 结果数组
* @return 解答
*/
public static double[] multiLinearEquationGroup(double[][] a,double[] b){
if (a==null||b==null||a.length==0||a.length!=b.length)
return null;
for (double[] x:a){
if (x==null||x.length!=a.length)
return null;
}
int len=a.length-1;
double[] result=new double[a.length];
if (len==0){
result[0]=b[0]/a[0][0];
return result;
}
double[][] aa=new double[len][len];
double[] bb=new double[len];
int posx=-1,posy=-1;
for (int i=0;i<=len;i++){
for (int j=0;j<=len;j++)
if (a[j]!=0.0d){
posy=j;
break;
}
if (posy!=-1){
posx=i;
break;
}
}
if (posx==-1)
return null;
int count=0;
for (int i=0;i<=len;i++){
if (i==posx)
continue;
bb[count]=b*a[posx][posy]-b[posx]*a[posy];
int count2=0;
for (int j=0;j<=len;j++){
if (j==posy)
continue;
aa[count][count2]=a[j]*a[posx][posy]-a[posx][j]*a[posy];
count2++;
}
count++;
}
double[] result2=multiLinearEquationGroup(aa,bb);
double sum=b[posx];
count=0;
for (int i=0;i<=len;i++){
if (i==posy)
continue;
sum-=a[posx]*result2[count];
result=result2[count];
count++;
}
result[posy]=sum/a[posx][posy];
return result;
}
/**
* @param args
*/
public static void main(String[] args) {
double[] r=multiLinearEquationGroup(new double[][]{{1,2,3,1},{2,0,1,0},{5,2,0,0},{7,1,1,0}},new double[]{18,5,9,12});
for (int i=0;i<r.length;i++){
System.out.println(r);
}
}
}
源码下载:http://file.javaxxz.com/2014/11/10/000224546.zip |
|