C++ Eigen庫實現(xiàn)最小二乘擬合的示例代碼

更新時間：2023年07月19日 14:24:23 作者：RockWang.

Eigen 是一個線性算術的 C++ 模板庫，功能強大、快速、優(yōu)雅以及支持多平臺，本文主要為大家介紹了C++利用Eigen庫實現(xiàn)最小二乘擬合的示例代碼，希望對大家有所幫助

前言

入職第二周的任務是將導師的Python代碼C化，發(fā)現(xiàn)Python中存在Numpy包直接調(diào)用np.polyfit就好了，但是C++不存在需要造輪子。

示例代碼

#include <iostream>
#include <cmath>
#include <vector>
#include <Eigen/QR>
#include "xtensor/xarray.hpp"
void polyfit(	const std::vector<double> &t,
                 const std::vector<double> &v,
                 std::vector<double> &coeff,
                 int order

)
{
    // Create Matrix Placeholder of size n x k, n= number of datapoints, k = order of polynomial, for exame k = 3 for cubic polynomial
    Eigen::MatrixXd T(t.size(), order + 1);
    Eigen::VectorXd V = Eigen::VectorXd::Map(&v.front(), v.size());
    //std::cout<<"ceshi"<<std::endl;
    //std::cout<<V<<std::endl;
    Eigen::VectorXd result;

    // check to make sure inputs are correct
    assert(t.size() == v.size());
    assert(t.size() >= order + 1);
    // Populate the matrix
    for(size_t i = 0 ; i < t.size(); ++i)
    {
        for(size_t j = 0; j < order + 1; ++j)
        {
            T(i, j) = pow(t.at(i), j);
        }
    }
    std::cout<<T<<std::endl;

    // Solve for linear least square fit
    result  = T.householderQr().solve(V);
    coeff.resize(order+1);
    for (int k = 0; k < order+1; k++)
    {
        coeff[k] = result[k];
    }

}

int main()
{
    // time value
    std::vector<double> time = {-2, 4, 6, 7, 9};
    std::vector<double> velocity = {5, 17, 37, 49, 82};

    // placeholder for storing polynomial coefficient
    std::vector<double> coeff ;
    polyfit(time, velocity, coeff, 2);
    xt::xarray<double> c = xt::zeros<double>({3});
    for(int i = 0; i < coeff.size(); i++)
    {
        c[i] = coeff[i];
    }
    
    std::vector<double> fitted_velocity;
    std::cout<< "Printing fitted values" << std::endl;
    for(int p = 0; p < time.size(); ++ p)
    {
        double vfitted = coeff[0] + coeff[1]*time.at(p) + coeff[2]*(pow(time.at(p), 2)) ;
        std::cout<< vfitted<<", ";
        fitted_velocity.push_back(vfitted);
    }
    std::cout<<std::endl;
    for(int i  = 0; i < c.size(); i++)
    {
        std::cout<<c[i]<<std::endl;
    }
    std::cout<<std::endl;


    return 0;
}