最小二乘法实现C++

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来源：http://blog.csdn.net/qll125596718/article/details/8248249

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求a、b的值：

// Ordinary Least Square.cpp : 定义控制台应用程序的入口点。

//

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#include "stdafx.h"

#include <iostream>

#include <fstream>

#include <vector>

using namespace std;

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class LeastSquare

{

????double a, b;

public:

????LeastSquare(const vector<double>& x, const vector<double>& y)//最小二乘法公式

????{

????????double t1 = 0, t2 = 0, t3 = 0, t4 = 0;

????????for (int i = 0; i < x.size(); ++i)

????????{

????????????t1 += x[i] * x[i];

????????????t2 += x[i];

????????????t3 += x[i] * y[i];

????????????t4 += y[i];

????????}

????????a = (t3 * x.size() - t2 * t4) / (t1 * x.size() - t2 * t2);

????????b = (t1 * t4 - t2 * t3) / (t1 * x.size() - t2 * t2);

????}

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????double getY(const double x) const

????{

????????return a * x + b;

????}

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????void print() const

????{

????????cout << "y = " << a << "x + " << b << endl;

????}

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};

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int _tmain(int argc, _TCHAR* argv[])

{

????if (argc != 2)

????{

????????cout << "Usage: DataFile.txt" << endl;

????????return -1;

????}

????else

????{

????????vector<double> x;

????????ifstream in(argv[1]);

????????for (double d; in >> d;)//将读取出来的数值全部存入容器X中

????????{

????????????x.push_back(d);//push_back()是把一个元素，放入这个容器的末尾，相当于末尾添加一个元素

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????????}

????????int sz = x.size();

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????????vector<double> y(x.begin() + sz / 2, x.end());//把余下的容器Ｘ中的元素全部放进容器Y

????????x.resize(sz / 2);//调整容器X的长度大小，超过当前size的元素删除

????????LeastSquare ls(x, y);//调用最小二乘法求a和b

????????ls.print();

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????????cout << "Input x:\n";

????????double x0;

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????????while (cin >> x0)

????????{

????????????cout << "y = " << ls.getY(x0) << endl;

????????????cout << "Input x:\n";

????????}

????}

????return 0;

}

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实验模拟数据：

实验结果：

最小二乘法实现C++

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原文地址：http://www.cnblogs.com/tanzhiyong/p/4668838.html