Fitting.h

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//////////////////////////////////////////////////////////////////////////////////////
// This file is distributed under the University of Illinois/NCSA Open Source License.
// See LICENSE file in top directory for details.
//
// Copyright (c) 2016 Jeongnim Kim and QMCPACK developers.
//
// File developed by: Paul R. C. Kent, kentpr@ornl.gov, Oak Ridge National Laboratory
//
// File created by: Paul R. C. Kent, kentpr@ornl.gov, Oak Ridge National Laboratory
//////////////////////////////////////////////////////////////////////////////////////


//           http://pathintegrals.info                     //
/////////////////////////////////////////////////////////////

#ifndef FITTING_H
#define FITTING_H

#include "Blitz.h"
#include "MatrixOps.h"

/// LitFit performs a least-squares fit to data given in y with the
/// errors given by sigma.  It performs a fit to a function of the
/// form \f[ y_{\mathrm{fit}}(x) \approx \sum_{j=0}^M a_j F_j(x) \f].
/// \f$ F_{ij} = F_j(x_i) \f$.
void LinFitLU(Array<double, 1>& y,
              Array<double, 1>& sigma, // inputs
              Array<double, 2>& F,     // input
              Array<double, 1>& a,
              Array<double, 1>& errors); // outputs

void LinFitSVD(Array<double, 1>& y,
               Array<double, 1>& sigma, // inputs
               Array<double, 2>& F,     // input
               Array<double, 1>& a,
               Array<double, 1>& error, // outputs
               double tolerance);

#endif