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Linear Least Squares Regression with Eigen Dense Solver using QR decomposition and LU decomposition.

License: BSD 2-Clause "Simplified" License

CMake 0.01% C++ 99.04% C 0.95%
least-square-regression leas-squares lu-decomposition qr-decomposition squares-regression eigen-library gnuplot regression

least-squares-regression's Introduction

least-squares-regression

Linear Least Squares Regression with Eigen Dense Solver using QR decomposition and LU decomposition. The program also creates a GNUPlot script to plot the solution polynomial.

Usage:

regressor [-d num] [--qr] <filename>

-d

Specifies the degree of the polynomial. The default value is 2.

--qr

Uses QR decomposition instead of LU decomposition. LU decomposition is the default behaviour.

filename

File to read the points from.

Examples:

To find a 4th degree polynomial using the QR decomposition execute:

regressor -d 4 --qr file.txt

To find a 2nd degree polynomial using the LU decomposition execute:

regressor -d 2 file.txt

or

regressor file.txt

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