fitmed.h

经典numerical receip 配套代码

struct Fitmed {
	Int ndata;
	Doub a, b, abdev;
	VecDoub_I &x, &y;

	Fitmed(VecDoub_I &xx, VecDoub_I &yy) : ndata(xx.size()), x(xx), y(yy) {
		Int j;
		Doub b1,b2,del,f,f1,f2,sigb,temp;
		Doub sx=0.0,sy=0.0,sxy=0.0,sxx=0.0,chisq=0.0;
		for (j=0;j<ndata;j++) {
			sx += x[j];
			sy += y[j];
			sxy += x[j]*y[j];
			sxx += SQR(x[j]);
		}
		del=ndata*sxx-sx*sx;
		a=(sxx*sy-sx*sxy)/del;
		b=(ndata*sxy-sx*sy)/del;
		for (j=0;j<ndata;j++)
			chisq += (temp=y[j]-(a+b*x[j]),temp*temp);
		sigb=sqrt(chisq/del);
		b1=b;
		f1=rofunc(b1);
		if (sigb > 0.0) {
			b2=b+SIGN(3.0*sigb,f1);
			f2=rofunc(b2);
			if (b2 == b1) {
				abdev /= ndata;
				return;
			}
			while (f1*f2 > 0.0) {
				b=b2+1.6*(b2-b1);
				b1=b2;
				f1=f2;
				b2=b;
				f2=rofunc(b2);
			}
			sigb=0.01*sigb;
			while (abs(b2-b1) > sigb) {
				b=b1+0.5*(b2-b1);
				if (b == b1 || b == b2) break;
				f=rofunc(b);
				if (f*f1 >= 0.0) {
					f1=f;
					b1=b;
				} else {
					f2=f;
					b2=b;
				}
			}
		}
		abdev /= ndata;
	}

	Doub rofunc(const Doub b) {
		const Doub EPS=numeric_limits<Doub>::epsilon();
		Int j;
		Doub d,sum=0.0;
		VecDoub arr(ndata);
		for (j=0;j<ndata;j++) arr[j]=y[j]-b*x[j];
		if ((ndata & 1) == 1) {
			a=select((ndata-1)>>1,arr);
		} else {
			j=ndata >> 1;
			a=0.5*(select(j-1,arr)+select(j,arr));
		}
		abdev=0.0;
		for (j=0;j<ndata;j++) {
			d=y[j]-(b*x[j]+a);
			abdev += abs(d);
			if (y[j] != 0.0) d /= abs(y[j]);
			if (abs(d) > EPS) sum += (d >= 0.0 ? x[j] : -x[j]);
		}
		return sum;
	}
};