programlibs/Matrix/demos/line-fit.xtl

A straight line through noisy points by least squares: the normal equations (X' X) b = X' y, solved. Run with "just demo Matrix line-fit".

source · imports mx: libs/Matrix/src/Matrix.xtl

x : Float

value · line 6
x ← f̲loat r̲ange 8
Used in: X

y : Float

value · line 7
y ← 2.9 5.1 7.2 8.8 11.1 13.0 14.8 17.2    ⍝ about 1 + 2x
Used in: b, r

X : Float

value · line 10
X ← 1 c̲at₂ (8 1 r̲eshape x)
Used in: Xt, b, r

Xt : Float

value · line 11
Xt ← o̲\ X
Used in: b

b : Float

value · line 12
b ← (Xt ᵐˣm̲ul y) ᵐˣs̲olve Xt ᵐˣm̲ul X

r : Float

value · line 16
r ← y − X ᵐˣm̲ul b