Adding upstream version 2.1.2.

Signed-off-by: Daniel Baumann <daniel@debian.org>

matrix/regression.go

@@ -0,0 +1,45 @@
+package matrix
+
+import "errors"
+
+var (
+	// ErrPolyRegArraysSameLength is a common error.
+	ErrPolyRegArraysSameLength = errors.New("polynomial array inputs must be the same length")
+)
+
+// Poly returns the polynomial regress of a given degree over the given values.
+func Poly(xvalues, yvalues []float64, degree int) ([]float64, error) {
+	if len(xvalues) != len(yvalues) {
+		return nil, ErrPolyRegArraysSameLength
+	}
+
+	m := len(yvalues)
+	n := degree + 1
+	y := New(m, 1, yvalues...)
+	x := Zero(m, n)
+
+	for i := 0; i < m; i++ {
+		ip := float64(1)
+		for j := 0; j < n; j++ {
+			x.Set(i, j, ip)
+			ip *= xvalues[i]
+		}
+	}
+
+	q, r := x.QR()
+	qty, err := q.Transpose().Times(y)
+	if err != nil {
+		return nil, err
+	}
+
+	c := make([]float64, n)
+	for i := n - 1; i >= 0; i-- {
+		c[i] = qty.Get(i, 0)
+		for j := i + 1; j < n; j++ {
+			c[i] -= c[j] * r.Get(i, j)
+		}
+		c[i] /= r.Get(i, i)
+	}
+
+	return c, nil
+}