File:Linear least squares2.png

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Summary

Description

English: Illustration of linear least squares.

Date

5 April 2008

Source

Own work

Author

Oleg Alexandrov

Other versions

File:Linear least squares2.svg is a vector version of this file. It should be used in place of this PNG file when not inferior.

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In other languages

Alemannisch ∙ العربية ∙ беларуская (тарашкевіца) ∙ български ∙ বাংলা ∙ català ∙ нохчийн ∙ čeština ∙ dansk ∙ Deutsch ∙ Ελληνικά ∙ English ∙ British English ∙ Esperanto ∙ español ∙ eesti ∙ euskara ∙ فارسی ∙ suomi ∙ français ∙ Frysk ∙ galego ∙ Alemannisch ∙ עברית ∙ हिन्दी ∙ hrvatski ∙ magyar ∙ հայերեն ∙ Bahasa Indonesia ∙ Ido ∙ italiano ∙ 日本語 ∙ ქართული ∙ 한국어 ∙ lietuvių ∙ македонски ∙ മലയാളം ∙ Bahasa Melayu ∙ မြန်မာဘာသာ ∙ norsk bokmål ∙ Plattdüütsch ∙ Nederlands ∙ norsk nynorsk ∙ norsk ∙ occitan ∙ polski ∙ prūsiskan ∙ português ∙ português do Brasil ∙ română ∙ русский ∙ sicilianu ∙ Scots ∙ slovenčina ∙ slovenščina ∙ српски / srpski ∙ svenska ∙ தமிழ் ∙ ไทย ∙ Türkçe ∙ татарча / tatarça ∙ українська ∙ vèneto ∙ Tiếng Việt ∙ 中文 ∙ 中文（中国大陆） ∙ 中文（简体） ∙ 中文（繁體） ∙ 中文（马来西亚） ∙ 中文（新加坡） ∙ 中文（臺灣） ∙ +/−

PNG development

This diagram was created with MATLAB.

and with Inkscape.

Licensing

This work has been released into the public domain by its author, Oleg Alexandrov. This applies worldwide.
In some countries this may not be legally possible; if so:
Oleg Alexandrov grants anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law.

Source code (MATLAB)

% Illustration of linear least squares.
function main()
 
   % KSmrq's colors
   red    = [0.867 0.06 0.14];
   blue   = [0, 129, 205]/256;
   green  = [0, 200,  78]/256;
   yellow = [2764, 194,   0]/256;
   white = 0.99*[1, 1, 1];
   gray = 0.1*white;
 
% Set up the grid and other parameters
   N = 100;
   A = -2.2; B = 7; 
   X = linspace(A, B, N);
   C=-4; D = 4;
 
   % Set up the figure
   lw = 5; % linewidth
   lw2 = lw/2;
   fs = 22; % font size
   figure(1); clf; hold on;
   set(gca, 'fontsize', fs);
   set(gca, 'linewidth', lw2)
   hold on; grid on;
 
   % random numbers
   s=0.16;
   a = 1.7; b = 3; c = 1;
   p = 1; q = 75; r = 1.3;
   M = 50;
   p = s*p; q = s*q; r = s*r;
   XX=linspace(A, B, M+1);
   YY = p+q*XX+r*XX.^2;
   
   Xr = 7*(1:M);
   Yr = Xr;
   for i=1:M
      rd=rand(1);
      Xr(i) = XX(i)*rd+XX(i+1)*(1-rd);
      Yr(i) = p+q*Xr(i)+r*Xr(i)^2 + 0.4*erfinv(2*rand(1) - 1);
   end
 
   myrad = 0.05;
   for i=1:length(Xr)
      ball(Xr(i), Yr(i), myrad, red);
   end

   axis equal;

 
   % least squares fitting
   Yr = Yr';
   Xr=Xr';
   Mat = [(0*Xr+1) Xr Xr.^2];
   V=Mat'*Yr;
   V=(Mat'*Mat)\V;
   pe = V(1); qe = V(2); re=V(3);
   
   plot(X, pe+qe*X+re*X.^2, 'b', 'linewidth', lw);
 
   grid on;
   set(gca, 'GridLineStyle', '-', 'xcolor', gray);
   set(gca, 'GridLineStyle', '-', 'ycolor', gray);
   set(gca, 'XTick', [-2 -1 0 1 2]);
   plot([-2 2], [3.5 3.5], 'linewidth', lw2, 'color', gray);
 
   axis equal;
   axis([-2, 2, -1.7, 3.5]);
 
   saveas(gcf, 'Linear_least_squares2.eps', 'psc2'); % save as eps
   %plot2svg('Linear_least_squares.svg'); % save as svg
 
 
function ball(x, y, r, color)
   Theta=0:0.7:2*pi;
   X=r*cos(Theta)+x;
   Y=r*sin(Theta)+y;
   H=fill(X, Y, color);
   set(H, 'EdgeColor', 'none')

File history

Click on a date/time to view the file as it appeared at that time.

	Date/Time	Dimensions	User	Comment
current	20:10, 21 February 2009	889 × 1,067 (30 KB)	Oleg Alexandrov	Normal noise, per Michael Hardy
	06:32, 5 April 2008	889 × 1,067 (34 KB)	Oleg Alexandrov	tweak
	06:30, 5 April 2008	889 × 1,067 (35 KB)	Oleg Alexandrov	tweak
	06:29, 5 April 2008	889 × 1,067 (34 KB)	Oleg Alexandrov	tweak
	06:28, 5 April 2008	444 × 533 (17 KB)	Oleg Alexandrov
	06:25, 5 April 2008	444 × 533 (16 KB)	Oleg Alexandrov	tweak
	06:21, 5 April 2008	444 × 533 (16 KB)	Oleg Alexandrov	{{Information \|Description=Illustration of linear least squares. \|Source=self-made with MATLAB, tweaked in Inkscape. \|Date=~~~~~ \|Author= Oleg Alexandrov \|Permission=See below \|other_versions= }} {{PD