least_sq.h

/*--------------------------------------------------------------------------------

正規方程式と逆行列を用いて行う最小二乗法

least square method using normal equation and inverse matrix

least_sq.h

--------------------------------------------------------------------------------*/

#include <stdio.h>

#include <stdlib.h>

#include <math.h>

#define ROW_NUM  3 // 行数, number of rows

#define COL_NUM  2 // 列数, number of number of columns

#define DELTA 1e-3 // 入力する行列の要素の値, value of the element of the matrix

/*-----------------------------------------*/

#define TINY  1.0e-20

/*------------------------------------------------------------------------*/

extern int least_sq_with_normal_eq(  double y[ROW_NUM], double X[ROW_NUM][COL_NUM], double A[COL_NUM] );

extern int inv_matrix( double a[COL_NUM][COL_NUM] );

extern int LU_decomp(double a[COL_NUM][COL_NUM], int indx[COL_NUM] );

extern void LU_solve(double a[COL_NUM][COL_NUM], int indx[COL_NUM], double b[COL_NUM] );

/*------------------------------------------------------------------------*/