polyfit-rs 0.2.1

extern crate nalgebra as na;

pub mod polyfit_rs {

    /// @param x_values The x-values
    /// @param y_values The y-values
    /// @param polynomial_degree The degree of the polynomial. I. e. 2 for a parabola.
    /// @return Degree of monomials increases with the vector index
    pub fn polyfit<T: na::RealField + Copy>(
        x_values: &[T],
        y_values: &[T],
        polynomial_degree: usize,
    ) -> Result<Vec<T>, &'static str> {
        let number_of_columns = polynomial_degree + 1;
        let number_of_rows = x_values.len();
        let mut a = na::DMatrix::zeros(number_of_rows, number_of_columns);

        for (row, &x) in x_values.iter().enumerate() {
            // First column is always 1
            a[(row, 0)] = T::one();

            for col in 1..number_of_columns {
                a[(row, col)] = x.powf(na::convert(col as f64));
            }
        }

        let b = na::DVector::from_row_slice(y_values);

        let decomp = na::SVD::new(a, true, true);

        match decomp.solve(&b, na::convert(1e-18f64)) {
            Ok(mat) => Ok(mat.data.into()),
            Err(error) => Err(error),
        }
    }
}