NAME

get_best_linear_fit - Finds the best linear fit of data

SYNOPSIS

#include "n/n_fit.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


int get_best_linear_fit
(
	Vector **result_vpp,
	const Vector *x_vp,
	const Vector *y_vp
);

DESCRIPTION

It is like get_best_linear_fit_2() except that the fitting error is not returned. Given input vectors, X, and Y, this routine finds (a,b) such that the the vector aX + b is as close to Y as possible in the least squares sens. Put differently, this routine calculates

  MIN { || aX + b - Y ||   }, over a and b
                        2

The result is put into the vector pointed to by *result_vpp, which is created if it is NULL, resized if it is the wrong sized, and reused otherwise. The lenghts of *x_vp and *y_vp must be the same.

RETURNS

NO_ERROR on success, and ERROR on failure, with an appropriate error message being set.

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Kobus Barnard

DOCUMENTER

Kobus Barnard

SEE ALSO

least_squares , least_squares_2 , get_linear_equation_rms_error , get_best_diagonal_post_map , get_diagonal_post_map_error , get_best_map , get_best_post_map , get_post_map_error , get_svd_basis_for_rows , get_row_fits , project_rows_onto_basis , get_best_linear_fit_2