perflab added

perflab/poly/lsquare.c

@@ -0,0 +1,94 @@
+/* Compute least squares fit of set of data points */
+#include <stdio.h>
+#include <stdlib.h>
+#include "lsquare.h"
+
+typedef struct {
+    double sum_x;
+    double sum_y;
+    double sum_xx;
+    double sum_xy;
+} ls_stat_t;
+
+/* Accumulate various sums of the data */
+static void ls_stats(double *xval, double *yval, int cnt, ls_stat_t *statp)
+{
+    int i;
+    statp->sum_x = 0.0;
+    statp->sum_y = 0.0;
+    statp->sum_xx = 0.0;
+    statp->sum_xy = 0.0;
+    for (i = 0; i < cnt; i++) {
+	double x = xval[i];
+	double y = yval[i];
+	statp->sum_x += x;
+	statp->sum_y += y;
+	statp->sum_xx += x * x;
+	statp->sum_xy += x * y;
+    }
+}
+
+double ls_slope(double *xval, double *yval, int cnt)
+{
+    double slope;
+    ls_stat_t stat;
+    ls_stats(xval, yval, cnt, &stat);
+    slope = (cnt * stat.sum_xy - stat.sum_x * stat.sum_y)/
+	(cnt * stat.sum_xx - stat.sum_x*stat.sum_x);
+    return slope;
+}
+
+double ls_intercept(double *xval, double *yval, int cnt)
+{
+    double intercept;
+    ls_stat_t stat;
+    ls_stats(xval, yval, cnt, &stat);
+    intercept = (stat.sum_xx * stat.sum_y - stat.sum_xy * stat.sum_x)/
+	(cnt * stat.sum_xx - stat.sum_x*stat.sum_x);
+    return intercept;
+}
+
+static double rel_err(double x, double y, double slope, double intercept)
+{
+    double pred_y = slope*x + intercept;
+    double offset = y - pred_y;
+    if (offset < 0)
+	offset = -offset;
+    if (pred_y == 0)
+	return offset;
+    return offset/pred_y;
+}
+
+double ls_error(double *xval, double *yval, int cnt, ls_err_t etype)
+{
+    double slope;
+    double intercept;
+    ls_stat_t stat;
+    int i;
+    double num, denom;
+    ls_stats(xval, yval, cnt, &stat);
+    slope = (cnt * stat.sum_xy - stat.sum_x * stat.sum_y)/
+	(cnt * stat.sum_xx - stat.sum_x*stat.sum_x);
+    intercept = (stat.sum_xx * stat.sum_y - stat.sum_xy * stat.sum_x)/
+	(cnt * stat.sum_xx - stat.sum_x*stat.sum_x);
+    num = denom = 0;
+    for (i = 0; i < cnt; i++) {
+	double e = rel_err(xval[i], yval[i], slope, intercept);
+	switch (etype) {
+	case LS_AVG:
+	    num += e;
+	    denom++;
+	    break;
+	case LS_MAX:
+	    if (num < e)
+		num = e;
+	    denom = 1;
+	    break;
+	default:
+	    fprintf(stderr, "Invalid error type: %d\n", etype);
+	    exit(1);
+	    break;
+	}
+    }
+    return num/denom;
+}