java 使用java计算最小二乘法
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Compute least squares using java
提问by Pegah
I am trying to find a java code to compute the least squares solution (x) in the Ax=b equation. Suppose that
我试图找到一个 java 代码来计算 Ax=b 方程中的最小二乘解 (x)。假设
A = [1 0 0;1 0 0];
b = [1; 2];
x = A\b
returns the
返回
x =
1.5000
0
0
I found Class LeastSquares,
我找到了类 LeastSquares，
public LeastSquares(double[] a, double[] b, int degree)
but in the input both A and B are one dimensional arrays, however, in above example, A is a matrix and B is an array.
但是在输入中 A 和 B 都是一维数组，然而，在上面的例子中， A 是一个矩阵， B 是一个数组。
In Class NonNegativeLeastSquares
在类中 NonNegativeLeastSquares
public NonNegativeLeastSquares(int M, int N, double a[][],double b[])
A is a matrix and B is an array, but the description of the class says that it finds an approximate solution to the linear system of equations Ax = b, such that ||Ax - b||2 is minimized, and such that x >= 0. Which means that x must be always positive.
A 是矩阵，B 是数组，但是类的描述说它找到线性方程组 Ax = b 的近似解，使得 ||Ax - b||2 最小化，并且使得 x >= 0. 这意味着 x 必须始终为正。
I need a similar class as NonNegativeLeastSquares, however with out the x>=0 constraint.
Could someone please help me?
thanks a lot.
我需要一个与 NonNegativeLeastSquares 类似的类，但是没有 x>=0 约束。有人可以帮助我吗？
多谢。
回答by maerics
See the Apache Commons Math library, specifically the SimpleRegressionclass.
