init?

main.py

@@ -1,23 +1,30 @@
-from typing import Tuple
-import numpy as np
 from copy import deepcopy
+from matplotlib import pyplot as plt
+from typing import Tuple
+
+import numpy as np
+from scipy.linalg import solve
 
 """
     Class that performs qr decomposition. Use methods:
     perform_householder_QR,
     perform_givens_QR
-    both accept np.nadarry that fulfils m >= n condtion is 2d, and contains real numbers.
+    both accept np.ndarray that fulfils m >= n condition is 2d, and contains real numbers.
 """
+
+
 class QR:
     def __init__(self) -> None:
         pass
+
     """
-    Checks if caulcuated matricies fulfill QR decomposition conditions, that is:
+    Checks if calculated matrices fulfill QR decomposition conditions, that is:
     A = QR , where Q -> Q * Qt = I and R is a upper triangular matrix
     """
+
     def __check_condition(self, Q: np.matrix, R: np.matrix) -> bool:
         if not np.allclose(R, np.triu(R)):
-            print("R matrix is not upper traingle.")
+            print("R matrix is not upper triangle.")
             return False
         I = np.identity(Q.shape[1])
         comparison = np.equal(np.matmul(np.transpose(Q), Q), I)
@@ -25,9 +32,11 @@ class QR:
             print("Q matrix is not orthogonal.")
             return False
         return True
+
     """
     Checks if given matrix is 2d, m >= n and filled with real numbers
     """
+
     def __check_pre_conditions(self, matrix: np.ndarray) -> bool:
         if not matrix.shape[0] >= matrix.shape[1]:
             print("Matrix is m is lesser than n.")
@@ -36,16 +45,17 @@ class QR:
             print("Matrix is not 2D.")
             return False
         if not np.isreal(matrix).all():
-            print("Matrix doesn't containt all real numbers.")
+            print("Matrix doesn't contain all real numbers.")
             return False
         return True
 
     """
-    Method that performs Householder Transformation QR, acceptcs 2D, real numbers matrix, that
+    Method that performs Householder Transformation QR, accepts 2D, real numbers matrix, that
     fulfills m >= n condition. Return Q and R matrices.
     """
+
     def perform_householder_QR(self, matrix: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
-        if(self.__check_pre_conditions(matrix)):
+        if self.__check_pre_conditions(matrix):
             return self.__householder_qr(matrix)
         else:
             print("Incorrect type.")
@@ -55,10 +65,10 @@ class QR:
         v = matrix / (matrix[0] + np.copysign(np.linalg.norm(matrix), matrix[0]))
         v[0] = 1
         tau = 2 / (v.T @ v)
-        return v,tau
+        return v, tau
 
     def __householder_qr(self, matrix: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
-        m,n = matrix.shape
+        m, n = matrix.shape
         R = matrix.copy()
         Q = np.identity(m)
 
@@ -76,27 +86,40 @@ class QR:
         m, n = matrix.shape
         R = matrix
         Q = np.eye(m)
-        G = np.zeros((2,2))
+        G = np.zeros((2, 2))
         for j in range(n):
-            for i in reversed(range(j+1, m)):
+            for i in reversed(range(j + 1, m)):
-                a, b = R[i-1, j], R[i, j]
+                a, b = R[i - 1, j], R[i, j]
-                G = np.asarray([[a, b], [-b, a]]) / np.sqrt(a**2 + b**2)
+                G = np.asarray([[a, b], [-b, a]]) / np.sqrt(a ** 2 + b ** 2)
-                R[i-1:i+1, j] = G @ R[i-1:i+1, j]
+                R[i - 1:i + 1, j] = G @ R[i - 1:i + 1, j]
-                Q[i-1:i+1, :] = G @ Q[i-1:i+1, :]
+                Q[i - 1:i + 1, :] = G @ Q[i - 1:i + 1, :]
 
         return Q.T, R
 
     """
-    Method that performs Givens Rotation QR, acceptcs 2D, real numbers matrix, that
+    Method that performs Givens Rotation QR, accepts 2D, real numbers matrix, that
     fulfills m >= n condition. Return Q and R matrices.
     """
+
     def perform_givens_QR(self, matrix: np.ndarray) -> Tuple[np.ndarray, np.ndarray]:
-        if(self.__check_pre_conditions(matrix)):
+        if self.__check_pre_conditions(matrix):
             return self.__givens_qr(matrix)
         else:
             print("Incorrect type.")
             raise Exception
 
+    def solve_least_squares(self, A: np.ndarray, b: np.array):
+        Q, R = self.perform_householder_QR(A)
+        x = solve(R, np.dot(Q.T, b))
+        return x
+
+    def __design_matrix(self, A: np.ndarray):
+        return np.hstack((np.ones(A.shape[0]).reshape(-1, 1), A[:, :-1]))
+
+    def fit_poly(self, A: np.ndarray):
+        return self.solve_least_squares(
+            np.dot(self.__design_matrix(A), self.__design_matrix(A).T),
+            A[:, -1:].reshape(-1, 1))
 
 
 """
@@ -104,7 +127,7 @@ Usage example
 """
 if __name__ == "__main__":
     qr = QR()
-    matrix = np.matrix('1 2 4; 5 6 7; 8 9 10')
+    matrix = np.matrix('0 0 0; 1 1 2; 1 2 4; 3 3 5; 5 6 7; 8 9 10')
     matrix = np.asarray(matrix)
     print(matrix)
     a = deepcopy(matrix)
@@ -123,4 +146,39 @@ if __name__ == "__main__":
     Q, R = np.linalg.qr(c)
     print(Q)
     print(R)
+    print('solve least squares')
+    b_v = np.asarray([1, 1, ])
+    print(matrix)
+    print(b_v)
 
+
+    def PolyCoefficients(x, coeffs):
+        """ Returns a polynomial for ``x`` values for the ``coeffs`` provided.
+        The coefficients must be in ascending order (``x**0`` to ``x**o``).
+        """
+        o = len(coeffs)
+        y = 0
+        for i in range(o):
+            y += coeffs[i] * x ** i
+        return y
+
+
+    def f(a, b):
+        return a + 2 * b
+
+
+    x1 = np.asarray(range(0, 6))
+    x2 = np.asarray(range(0, 6))
+    y = f(x1, x2)
+    mat = np.asmatrix([x1, x2, y])
+
+    plt3d = plt.figure().gca(projection='3d')
+    xx, yy = np.meshgrid(range(10), range(10))
+    plt3d.plot_surface(xx, yy, f(xx, yy), alpha=0.2)
+    print(mat.T)
+    print(matrix)
+    print(matrix.shape, mat.T.shape)
+    # plt3d.plot_surface(xx, yy, PolyCoefficients(xx, qr.fit_poly(matrix)), alpha=0.2)
+    plt3d.plot_surface(xx, yy, PolyCoefficients(xx, qr.fit_poly(mat.T)), alpha=0.2)
+
+    plt.show()