least_sq.h

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

QR分解を用いた最小二乗法

least square method using QR decomposition

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-15 // 入力する行列の要素の値, value of the element of the matrix

#define EPSILON 1e-16 // 正則性判定定数, constant for determining the regularity of matrices

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

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

extern int householder_QR_decomp( double X[ROW_NUM][COL_NUM], double d[ROW_NUM] );

extern void householder_QR_solve( double y[ROW_NUM], double X[ROW_NUM][COL_NUM], double R[ROW_NUM], double A[COL_NUM] );

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