最小二乘法

1.原理：

2.代码：

class LeastSquare{

    double a, b;

public:

    LeastSquare(const vector<double>& x, const vector<double>& y)

    {

        double t1=0, t2=0, t3=0, t4=0;

        for(int i=0; i<x.size(); ++i)

        {

            t1 += x[i]*x[i];

            t2 += x[i];

            t3 += x[i]*y[i];

            t4 += y[i];

        }

        a = (t3*x.size() - t2*t4) / (t1*x.size() - t2*t2);

        b = (t1*t4 - t2*t3) / (t1*x.size() - t2*t2);

    }

    double getY(const double x) const

    {

        return a*x + b;

    }

    void print() const

    {

        std::cout <<"y = "<<a<<"x + "<<b<<"\n";

    }

};

3.注意事项：

x,y的值很大时，会造成t1,t3的值越界.