// Copyright 2015 The Chromium Authors. All rights reserved. // Use of this source code is governed by a BSD-style license that can be // found in the LICENSE file. import "dart:math" as math; import "dart:typed_data"; class _Vector { _Vector(int size) : _offset = 0, _length = size, _elements = new Float64List(size); _Vector.fromValues(List<double> values) : _offset = 0, _length = values.length, _elements = values; _Vector.fromVOL(List<double> values, int offset, int length) : _offset = offset, _length = length, _elements = values; final int _offset; int get length => _length; final int _length; final List<double> _elements; double operator [](int i) => _elements[i + _offset]; void operator []=(int i, double value) { _elements[i + _offset] = value; } double operator *(_Vector a) { double result = 0.0; for (int i = 0; i < _length; i += 1) result += this[i] * a[i]; return result; } double norm() => math.sqrt(this * this); String toString() { String result = ""; for (int i = 0; i < _length; i++) { if (i > 0) result += ", "; result += this[i].toString(); } return result; } } class _Matrix { _Matrix(int rows, int cols) : _rows = rows, _columns = cols, _elements = new Float64List(rows * cols); final int _rows; final int _columns; final List<double> _elements; double get(int row, int col) => _elements[row * _columns + col]; void set(int row, int col, double value) { _elements[row * _columns + col] = value; } _Vector getRow(int row) => new _Vector.fromVOL( _elements, row * _columns, _columns ); String toString() { String result = ""; for (int i = 0; i < _rows; i++) { if (i > 0) result += "; "; for (int j = 0; j < _columns; j++) { if (j > 0) result += ", "; result += get(i, j).toString(); } } return result; } } class PolynomialFit { PolynomialFit(int degree) : coefficients = new Float64List(degree + 1); final List<double> coefficients; double confidence; } class LeastSquaresSolver { LeastSquaresSolver(this.x, this.y, this.w) { assert(x.length == y.length); assert(y.length == w.length); } final List<double> x; final List<double> y; final List<double> w; PolynomialFit solve(int degree) { if (degree > x.length) // Not enough data to fit a curve. return null; PolynomialFit result = new PolynomialFit(degree); // Shorthands for the purpose of notation equivalence to original C++ code. final int m = x.length; final int n = degree + 1; // Expand the X vector to a matrix A, pre-multiplied by the weights. _Matrix a = new _Matrix(n, m); for (int h = 0; h < m; h += 1) { a.set(0, h, w[h]); for (int i = 1; i < n; i += 1) a.set(i, h, a.get(i - 1, h) * x[h]); } // Apply the Gram-Schmidt process to A to obtain its QR decomposition. // Orthonormal basis, column-major ordVectorer. _Matrix q = new _Matrix(n, m); // Upper triangular matrix, row-major order. _Matrix r = new _Matrix(n, n); for (int j = 0; j < n; j += 1) { for (int h = 0; h < m; h += 1) q.set(j, h, a.get(j, h)); for (int i = 0; i < j; i += 1) { double dot = q.getRow(j) * q.getRow(i); for (int h = 0; h < m; h += 1) q.set(j, h, q.get(j, h) - dot * q.get(i, h)); } double norm = q.getRow(j).norm(); if (norm < 0.000001) { // Vectors are linearly dependent or zero so no solution. return null; } double inverseNorm = 1.0 / norm; for (int h = 0; h < m; h += 1) q.set(j, h, q.get(j, h) * inverseNorm); for (int i = 0; i < n; i += 1) r.set(j, i, i < j ? 0.0 : q.getRow(j) * a.getRow(i)); } // Solve R B = Qt W Y to find B. This is easy because R is upper triangular. // We just work from bottom-right to top-left calculating B's coefficients. _Vector wy = new _Vector(m); for (int h = 0; h < m; h += 1) wy[h] = y[h] * w[h]; for (int i = n - 1; i >= 0; i -= 1) { result.coefficients[i] = q.getRow(i) * wy; for (int j = n - 1; j > i; j -= 1) result.coefficients[i] -= r.get(i, j) * result.coefficients[j]; result.coefficients[i] /= r.get(i, i); } // Calculate the coefficient of determination (confidence) as: // 1 - (sumSquaredError / sumSquaredTotal) // ...where sumSquaredError is the residual sum of squares (variance of the // error), and sumSquaredTotal is the total sum of squares (variance of the // data) where each has been weighted. double yMean = 0.0; for (int h = 0; h < m; h += 1) yMean += y[h]; yMean /= m; double sumSquaredError = 0.0; double sumSquaredTotal = 0.0; for (int h = 0; h < m; h += 1) { double term = 1.0; double err = y[h] - result.coefficients[0]; for (int i = 1; i < n; i += 1) { term *= x[h]; err -= term * result.coefficients[i]; } sumSquaredError += w[h] * w[h] * err * err; final double v = y[h] - yMean; sumSquaredTotal += w[h] * w[h] * v * v; } result.confidence = sumSquaredTotal <= 0.000001 ? 1.0 : 1.0 - (sumSquaredError / sumSquaredTotal); return result; } }