Intel® oneAPI Math Kernel Library
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how to make a linear polynomial approximation by the least squares method

Serjio
New Contributor I
1,180 Views

Hello.

 

I have a function f = y (x).

least_squares_method.jpg

 On the interval [a, b] I need to do a linear polynomial approximation of the data.

Linear means that the polynomial is of the first degree.

This means that it is described by two coefficients.

Those. I need to find two coefficients by which I can draw a red line like in the picture.
What MKL library functions can I do this?

 

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mecej4
Honored Contributor III
1,142 Views

See page 221 of this. Change the names of the variables from t to x and b to y. 

View solution in original post

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mecej4
Honored Contributor III
1,166 Views

You asked more or less the same question a month ago:

https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/How-to-make-an-analogue-of-the-polyfit-function-from-Matlab/m-p/1286941

and the question was answered in that thread. In short, use the Lapack routine ?GELS.

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Serjio
New Contributor I
1,153 Views

Yes you are right. The problem is I can't figure out how to use the Lapack routine ?GELS.

I have my x[200] and y[200] data.

How do I use my data in LAPACKE_dgels()?

info = LAPACKE_dgels(APACK_ROW_MAJOR,'N',m,n,nrhs,*a,lda,*b,ldb);

 And where will the result be? Where will the two coefficients be?

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mecej4
Honored Contributor III
1,143 Views

See page 221 of this. Change the names of the variables from t to x and b to y. 

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ArpitaP_Intel
Moderator
1,110 Views

Hi,


Glad to know that your issue is resolved. If you need any additional information, please submit a new question as this thread will no longer be monitored.


Thanks!


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