topic Re: How to make an analogue of the polyfit() function from Matlab using OneMKL in Intel® oneAPI Math Kernel Library

How to make an analogue of the polyfit() function from Matlab using OneMKL

Serjio — Thu, 03 Jun 2021 16:35:31 GMT

Hello.

I need to make a function that performs the most suitable (in the sense of least squares) polynomial in one variable from Cartesian coordinates.

There is such a function in Matlab - it is called polyfit().
I know that OneMKL has a set of functions that do piecewise linear interpolation using splines.

I cannot figure out how to use OnMKL to make an analogue of the from Matlab's polyfit() function?

Re: How to make an analogue of the polyfit() function from Matlab using OneMKL

mecej4 — Thu, 03 Jun 2021 16:59:36 GMT

Given m-vectors x and y, to fit a polynomial of degree n, form the m X (n+1) Vandermonde matrix, and call MKL/Lapack GELS.

Re: How to make an analogue of the polyfit() function from Matlab using OneMKL

Serjio — Fri, 04 Jun 2021 13:10:37 GMT

Hi, mecej4.

Thanks for your reply.

I understood, I need to use MKL/Lapack GELS. Ok.

But could you explain more detail please, how to use, for example dgets().

In my opinion, I should send the input data x() and y() and receive in response the coefficients of the polynomial C0, C1. I don't understand where I should insert my x() and y() data.

// Function prototype dgels( const char* trans, const MKL_INT* m, const MKL_INT* n, const MKL_INT* nrhs, double* a, const MKL_INT* lda, double* b, const MKL_INT* ldb, double* work, const MKL_INT* lwork, MKL_INT* info ); // I have 2 vectors: std::vector<double> x = {2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0}; // the size is variable std::vector<double> y = {10.0, 30.0, 40.0, 50.0, 60.0, 70.0, 80.0, 90.0}; // Prepare data for dgels() #define PolynomOrder 1 int m = x.size(); // number of rows of the matrix A int n = PolynomOrder + 1; // number of of columns of the matrix A int nrhs = 1; // the number of columns in B int lda = std::max(1, m); int ldb = std::max(std::max(1, m), n); int lwork = std::min(m, n)+ std::max(std::max(1, m), std::max(n, nrhs)); double work; // What is this? int info = 0; // ...form the Vandermonde matrix - mX(n+1) | How to do it?

Re: How to make an analogue of the polyfit() function from Matlab using OneMKL

mecej4 — Sat, 05 Jun 2021 11:34:37 GMT

There is C code in an earlier post in this forum for using LapackE-GELS to fit a polynomial in two independent variables, x and y. You can adapt that code by simply removing the portions that contain y and adjusting the indices of the regression matrix A to match.

Re: How to make an analogue of the polyfit() function from Matlab using OneMKL

MRajesh_intel — Tue, 22 Jun 2021 05:30:53 GMT

Hi,

Thanks for accepting as a Solution.

As this issue has been resolved, we will no longer respond to this thread. If you require any additional assistance from Intel, please start a new thread. Any further interaction in this thread will be considered community only.

Have a Good day.

Regards

Rajesh