Doing OLS with QR decomposition in C++ version

dpfoose · Jul 21, 2015 · 150806b · 150806b
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commit 150806b
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diff --git a/freeimodpoly.cpp b/freeimodpoly.cpp
@@ -13,7 +13,7 @@
 // General Public License for more details.
 //
 // You should have received a copy of the GNU General Public License
-// along with Octave; see the file COPYING.  If not, see
+// along with Octave; see the file LICENSE.  If not, see
 // <http://www.gnu.org/licenses/>.
 //
 // FreeIModPoly: A free software implementation of the Vancouver Raman Algorithm
@@ -157,8 +157,9 @@ vec FreeIModPoly::CalcPoly(const vec &coefs, const vec &x)
 ///
 vec FreeIModPoly::OrdinaryLeastSquares(const mat &X, const vec &y)
 {
-    return (pinv(X.t() * X) * (X.t() * y));
-
+    mat Q, R;
+    qr(Q, R, X);
+    return solve(R, Q.t()) * y;
 }
 
 ///

diff --git a/freeimodpoly.h b/freeimodpoly.h
@@ -13,7 +13,7 @@
 // General Public License for more details.
 //
 // You should have received a copy of the GNU General Public License
-// along with Octave; see the file COPYING.  If not, see
+// along with Octave; see the file LICENSE.  If not, see
 // <http://www.gnu.org/licenses/>.
 //
 // FreeIModPoly: A free software implementation of the Vancouver Raman Algorithm