:) I'm trying to code a Least Squares algorithm and I've come up with this:
function [y] = ex1_Least_Squares(xValues,yValues,x) % a + b*x + c*x^2 = y
points = size(xValues,1);
A = ones(points,3);
b = zeros(points,1);
for i=1:points
A(i,1) = 1;
A(i,2) = xValues(i);
A(i,3) = xValues(i)^2;
b(i) = yValues(i);
end
constants = (A'*A)\(A'*b);
y = constants(1) + constants(2)*x + constants(3)*x^2;
When I use this matlab script for linear functions, it works fine I think. However, when I'm passing 12 points of the sin(x) function I get really bad results.
These are the points I pass to the function:
xValues = [ -180; -144; -108; -72; -36; 0; 36; 72; 108; 144; 160; 180];
yValues = [sind(-180); sind(-144); sind(-108); sind(-72); sind(-36); sind(0); sind(36); sind(72); sind(108); sind(144); sind(160); sind(180) ];
And the result is sin(165°) = 0.559935259380508, when it should be sin(165°) = 0.258819
MATLAB already contains a least square polynomial fitting function, polyfit
and a complementary function, polyval
. Although you are probably supposed to write your own, trying out something like the following will be educational:
xValues = [ -180; -144; -108; -72; -36; 0; 36; 72; 108; 144; 160; 180];
% you may want to experiment with different ranges of xValues
yValues = sind(xValues);
% try this with different values of n, say 2, 3, and 4
p = polyfit(xValues,yValues,n);
x = -180:36:180;
y = polyval(p,x);
plot(xValues,yValues);
hold on
plot(x,y,'r');
Also, more generically, you should avoid using loops as you have in your code. This should be equivalent:
points = size(xValues,1);
A = ones(points,3);
A(:,2) = xValues;
A(:,3) = xValues.^2; % .^ and ^ are different
The part of the loop involving b
is equivalent to doing b = yValues
; either name the incoming variable b
or just use the variable yValues
, there's no need to make a copy of it.