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renamed "Length" to "Degree" and added the methods "Fit" and "Evaluate"

ridge-regression
Tobias Glaubach 8 years ago
parent
45c14fb557
commit
659477794a
2 changed files with 94 additions and 55 deletions
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  1. 25
      src/Numerics.Tests/PolynomialTests.cs
  2. 124
      src/Numerics/Polynomial.cs

25
src/Numerics.Tests/PolynomialTests.cs
View File

@ -64,8 +64,8 @@ namespace MathNet.Numerics.UnitTests
}
else
{
Assert.AreEqual(expected.Length, p_res.Length, "length mismatch");
for (int k = 0; k < p_res.Length; k++)
Assert.AreEqual(expected.Length, p_res.Degree, "length mismatch");
for (int k = 0; k < p_res.Degree; k++)
{
Assert.AreEqual(expected[k], p_res.Coeffs[k], "idx: " + k + " mismatch");
}
@ -88,8 +88,8 @@ namespace MathNet.Numerics.UnitTests
}
else
{
Assert.AreEqual(expected.Length, p_res.Length, "length mismatch");
for (int k = 0; k < p_res.Length; k++)
Assert.AreEqual(expected.Length, p_res.Degree, "length mismatch");
for (int k = 0; k < p_res.Degree; k++)
{
Assert.AreEqual(expected[k], p_res.Coeffs[k], "idx: " + k + " mismatch");
}
@ -118,14 +118,14 @@ namespace MathNet.Numerics.UnitTests
var p1 = new Polynomial(c1);
var p2 = new Polynomial(c2);
var p_res = Polynomial.add(p1, p2);
var p_res = Polynomial.Add(p1, p2);
var p_tar = new Polynomial(tgt);
p_res.CutTrailZeros();
p_tar.CutTrailZeros();
Assert.AreEqual(p_tar.Length, p_res.Length, "length mismatch");
for (int k = 0; k < p_res.Length; k++)
Assert.AreEqual(p_tar.Degree, p_res.Degree, "length mismatch");
for (int k = 0; k < p_res.Degree; k++)
{
Assert.AreEqual(p_tar.Coeffs[k], p_res.Coeffs[k], msg);
}
@ -155,14 +155,14 @@ namespace MathNet.Numerics.UnitTests
var p1 = new Polynomial(c1);
var p2 = new Polynomial(c2);
var p_res = Polynomial.substract(p1, p2);
var p_res = Polynomial.Substract(p1, p2);
var p_tar = new Polynomial(tgt);
p_res.CutTrailZeros();
p_tar.CutTrailZeros();
Assert.AreEqual(p_tar.Length, p_res.Length, "length mismatch");
for (int k = 0; k < p_res.Length; k++)
Assert.AreEqual(p_tar.Degree, p_res.Degree, "length mismatch");
for (int k = 0; k < p_res.Degree; k++)
{
Assert.AreEqual(p_tar.Coeffs[k], p_res.Coeffs[k], msg);
}
@ -197,13 +197,14 @@ namespace MathNet.Numerics.UnitTests
p_res.CutTrailZeros();
p_tar.CutTrailZeros();
Assert.AreEqual(p_tar.Length, p_res.Length, "length mismatch");
for (int k = 0; k < p_res.Length; k++)
Assert.AreEqual(p_tar.Degree, p_res.Degree, "length mismatch");
for (int k = 0; k < p_res.Degree; k++)
{
Assert.AreEqual(p_tar.Coeffs[k], p_res.Coeffs[k], msg);
}
}
}
}
}
}

124
src/Numerics/Polynomial.cs
View File

@ -9,10 +9,9 @@ using MathNet.Numerics.LinearAlgebra;
using MathNet.Numerics.LinearAlgebra.Double;
using MathNet.Numerics.Statistics;
using MathNet.Numerics.IntegralTransforms;
using MathNet.Numerics.LinearRegression;
using MathNet.Numerics.LinearAlgebra.Factorization;
namespace MathNet.Numerics
{
/// <summary>
@ -36,7 +35,7 @@ namespace MathNet.Numerics
/// <summary>
/// Length of Polynomial (max element + 1) e.G x^5 highest element, will give Length = 6
/// </summary>
public int Length
public int Degree
{
get
{
@ -120,7 +119,7 @@ namespace MathNet.Numerics
public void CutTrailZeros()
{
int count = 0;
for (int ii = Length - 1; ii >= 0; ii--)
for (int ii = Degree - 1; ii >= 0; ii--)
{
if (Coeffs[ii] == 0.0)
{
@ -128,16 +127,54 @@ namespace MathNet.Numerics
}
else
{
double[] CoeffsHold = new double[Length];
double[] CoeffsHold = new double[Coeffs.Length];
Coeffs.CopyTo(CoeffsHold, 0);
Array.Resize(ref CoeffsHold, Length - count);
Coeffs = new double[Length - count];
Array.Resize(ref CoeffsHold, Degree - count);
Coeffs = new double[Degree - count];
CoeffsHold.CopyTo(Coeffs, 0);
return;
}
}
}
#region Data Interaction
/// <summary>
/// Least-Squares fitting the points (x,y) to a k-order polynomial y : x -> p0 + p1*x + p2*x^2 + ... + pk*x^k,
/// returning its best fitting parameters as [p0, p1, p2, ..., pk] array, compatible with Evaluate.Polynomial.
/// A polynomial with order/degree k has (k+1) coefficients and thus requires at least (k+1) samples.
/// </summary>
public static Polynomial Fit(double[] x, double[] y, int order, DirectRegressionMethod method = DirectRegressionMethod.QR)
{
var pArr = MathNet.Numerics.Fit.Polynomial(x, y, order, method);
return new Polynomial(pArr);
}
/// <summary>
/// Evaluate a polynomial at point x.
/// </summary>
/// <param name="z">The location where to evaluate the polynomial at.</param>
public double Evaluate(double z)
{
return MathNet.Numerics.Evaluate.Polynomial(z, Coeffs);
}
/// <summary>
/// Evaluate a polynomial at points z.
/// </summary>
/// <param name="z">The locations where to evaluate the polynomial at.</param>
public IEnumerable<double> Evaluate(IEnumerable<double> z)
{
var Lst = new List<double>();
foreach (var item in z)
{
Lst.Add(Evaluate(item));
}
return Lst;
}
#endregion
#region diff/int
public Polynomial Differentiate()
{
@ -149,7 +186,7 @@ namespace MathNet.Numerics
var t = this.Clone() as Polynomial;
t.CutTrailZeros();
var cNew = new double[t.Length - 1];
var cNew = new double[t.Coeffs.Length - 1];
for (int i = 1; i < t.Coeffs.Length; i++)
{
cNew[i-1] = t.Coeffs[i] * i;
@ -163,7 +200,7 @@ namespace MathNet.Numerics
{
var t = this.Clone() as Polynomial;
t.CutTrailZeros();
var cNew = new double[t.Length + 1];
var cNew = new double[t.Coeffs.Length + 1];
for (int i = 1; i < cNew.Length; i++)
{
cNew[i] = t.Coeffs[i-1] / i;
@ -174,6 +211,7 @@ namespace MathNet.Numerics
}
#endregion
#region Operators
@ -206,7 +244,7 @@ namespace MathNet.Numerics
/// <returns>resulting Polynomial</returns>
public static Polynomial operator *( Polynomial a, double k)
{
for (int ii = 0; ii < a.Length; ii++)
for (int ii = 0; ii < a.Coeffs.Length; ii++)
a.Coeffs[ii] *= k;
return a;
@ -245,7 +283,7 @@ namespace MathNet.Numerics
/// <returns>resulting Polynomial</returns>
public static Polynomial operator /( Polynomial a, double k)
{
for (int ii = 0; ii < a.Length; ii++)
for (int ii = 0; ii < a.Coeffs.Length; ii++)
a.Coeffs[ii] /= k;
return a;
@ -259,7 +297,7 @@ namespace MathNet.Numerics
/// <returns>resulting Polynomial</returns>
public static Polynomial operator +( Polynomial a, Polynomial b)
{
return add(a, b);
return Add(a, b);
}
/// <summary>
@ -270,7 +308,7 @@ namespace MathNet.Numerics
/// <returns>resulting Polynomial</returns>
public static Polynomial operator -( Polynomial a, Polynomial b)
{
return substract(a, b);
return Substract(a, b);
}
/// <summary>
@ -309,13 +347,13 @@ namespace MathNet.Numerics
Polynomial pLoc = new Polynomial(this.Coeffs);
pLoc.CutTrailZeros();
int n = pLoc.Length - 1;
int n = pLoc.Coeffs.Length - 1;
if (n < 2)
return null;
double[] p = new double[n];
double a0 = pLoc.Coeffs[p.Length];
double a0 = pLoc.Coeffs[n];
for (int ii = n - 1; ii >= 0; ii--)
p[ii] = -pLoc.Coeffs[ii] / a0;
@ -337,11 +375,11 @@ namespace MathNet.Numerics
/// <returns>resulting Polynomial</returns>
public static Polynomial DividePointwise( Polynomial a, Polynomial b)
{
if (a.Length != b.Length)
if (a.Coeffs.Length != b.Coeffs.Length)
mkSameLength(ref a, ref b);
int n = a.Length;
double[] res = new double[a.Length];
int n = a.Coeffs.Length;
double[] res = new double[a.Coeffs.Length];
for (int ii = 0; ii < n; ii++)
@ -360,11 +398,11 @@ namespace MathNet.Numerics
/// <returns>resulting Polynomial</returns>
public static Polynomial MultiplyPointwise( Polynomial a, Polynomial b)
{
if (a.Length != b.Length)
if (a.Coeffs.Length != b.Coeffs.Length)
mkSameLength(ref a, ref b);
int n = a.Length;
double[] res = new double[a.Length];
int n = a.Coeffs.Length;
double[] res = new double[a.Coeffs.Length];
for (int ii = 0; ii < n; ii++)
@ -381,14 +419,14 @@ namespace MathNet.Numerics
/// <param name="a">left Polynomial</param>
/// <param name="b">right Polynomial</param>
/// <returns>resulting Polynomial</returns>
public static Polynomial add( Polynomial a, Polynomial b)
public static Polynomial Add( Polynomial a, Polynomial b)
{
if (a.Length != b.Length)
if (a.Degree != b.Degree)
mkSameLength(ref a, ref b);
int n = a.Length;
double[] res = new double[a.Length];
int n = a.Degree;
double[] res = new double[n];
for (int ii = 0; ii < n; ii++)
@ -405,14 +443,14 @@ namespace MathNet.Numerics
/// <param name="a">left Polynomial</param>
/// <param name="b">right Polynomial</param>
/// <returns>resulting Polynomial</returns>
public static Polynomial substract( Polynomial a, Polynomial b)
public static Polynomial Substract( Polynomial a, Polynomial b)
{
if (a.Length != b.Length)
if (a.Degree != b.Degree)
mkSameLength(ref a, ref b);
int n = a.Length;
double[] res = new double[a.Length];
int n = a.Degree;
double[] res = new double[n];
for (int ii = 0; ii < n; ii++)
@ -453,12 +491,12 @@ namespace MathNet.Numerics
if (!highestFirst)
{
for (int ii = 0; ii < Length; ii++)
for (int ii = 0; ii < Coeffs.Length; ii++)
{
if (ii == 0)
strLoc += String.Format("{0} + ", this.Coeffs[ii], VarName, ii);
else if (ii == Length - 1)
else if (ii == Coeffs.Length - 1)
strLoc += String.Format("{0}{1}{2}", this.Coeffs[ii], VarName, ii);
else
strLoc += String.Format("{0}{1}{2} + ", this.Coeffs[ii], VarName, ii);
@ -466,7 +504,7 @@ namespace MathNet.Numerics
}
else
{
for (int ii = Length - 1; ii >= 0; ii--)
for (int ii = Coeffs.Length - 1; ii >= 0; ii--)
{
if (ii == 0)
strLoc += this.Coeffs[ii].ToString();
@ -502,22 +540,22 @@ namespace MathNet.Numerics
private static void mkSameLength(ref Polynomial a, ref Polynomial b)
{
double[] aHold = new double[a.Length];
double[] bHold = new double[b.Length];
Array.Copy(a.Coeffs, aHold, a.Length);
Array.Copy(b.Coeffs, bHold, b.Length);
double[] aHold = new double[a.Coeffs.Length];
double[] bHold = new double[b.Coeffs.Length];
Array.Copy(a.Coeffs, aHold, a.Coeffs.Length);
Array.Copy(b.Coeffs, bHold, b.Coeffs.Length);
if (a.Length < b.Length)
if (a.Coeffs.Length < b.Coeffs.Length)
{
a.Coeffs = new double[b.Length];
b.Coeffs = new double[b.Length];
a.Coeffs = new double[b.Coeffs.Length];
b.Coeffs = new double[b.Coeffs.Length];
Array.Copy(aHold, a.Coeffs, aHold.Length);
Array.Copy(bHold, b.Coeffs, bHold.Length);
}
else
{
a.Coeffs = new double[a.Length];
b.Coeffs = new double[a.Length];
a.Coeffs = new double[a.Coeffs.Length];
b.Coeffs = new double[a.Coeffs.Length];
Array.Copy(aHold, a.Coeffs, aHold.Length);
Array.Copy(bHold, b.Coeffs, bHold.Length);
}
@ -546,8 +584,8 @@ namespace MathNet.Numerics
public object Clone()
{
var p = new double[this.Length];
Array.Copy(Coeffs, p, Length);
var p = new double[this.Coeffs.Length];
Array.Copy(Coeffs, p, Coeffs.Length);
return new Polynomial(p, isFlip: IsFlipped);
}
#endregion

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