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-* Least Squares Fit
-*** Outline
-***** Introduction
-******* What do we want to do? Why?
-********* What's a least square fit?
-********* Why is it useful?
-******* How are we doing it?
-******* Arsenal Required
-********* working knowledge of arrays
-********* plotting
-********* file reading
-***** Procedure
-******* The equation (for a single point)
-******* It's matrix form
-******* Getting the required matrices
-******* getting the solution
-******* plotting
-*** Script
- Welcome.
-
- In this tutorial we shall look at obtaining the least squares fit
- of a given data-set. For this purpose, we shall use the same
- pendulum data that we used in the tutorial on plotting from files.
-
- To be able to follow this tutorial comfortably, you should have a
- working knowledge of arrays, plotting and file reading.
-
- A least squares fit curve is the curve for which the sum of the
- squares of it's distance from the given set of points is
- minimum.
-
- Previously, when we plotted the data from pendulum.txt we got a
- scatter plot of points as shown.
-
- In our example, we know that the length of the pendulum is
- proportional to the square of the time-period. But when we plot
- the data using lines we get a distorted line as shown. What
- we expect ideally, is something like the redline in this graph.
- From the problem we know that L is directly proportional to T^2.
- But experimental data invariably contains errors and hence does
- not produce an ideal plot. The best fit curve for this data has
- to be a linear curve and this can be obtained by performing least
- square fit on the data set. We shall use the lstsq function to
- obtain the least squares fit curve.
-
- The equation of the line is of the form T^2 = mL+c. We have a set
- of values for L and the corresponding T^2 values. Using this, we
- wish to obtain the equation of the straight line.
-
- In matrix form the equation is represented as shown,
- Tsq = A.p where Tsq is an NX1 matrix, and A is an NX2 matrix as shown.
- And p is a 2X1 matrix of the slope and Y-intercept. In order to
- obtain the least square fit curve we need to find the matrix p
-
- Let's get started. As you can see, the file pendulum.txt
- is on our Desktop and hence we navigate to the Desktop by typing
- cd Desktop. Let's now fire up IPython: ipython -pylab
-
- We have already seen (in a previous tutorial), how to read a file
- and obtain the data set using loadtxt(). Let's quickly get the required data
- from our file.
-
- l, t = loadtxt('pendulum.txt', unpack=True)
-
- loadtxt() directly stores the values in the pendulum.txt into arrays l and t
- Let's now calculate the values of square of the time-period.
-
- tsq = t*t
-
- Now we shall obtain A, in the desired form using some simple array
- manipulation
-
- A = array([l, ones_like(l)])
-
- As we have seen in a previous tutorial, ones_like() gives an array similar
- in shape to the given array, in this case l, with all the elements as 1.
- Please note, this is how we create an array from an existing array.
-
- Let's now look at the shape of A.
- A.shape
- This is an 2X90 matrix. But we need a 90X2 matrix, so we shall transpose it.
-
- A = A.T
-
- Type A, to confirm that we have obtained the desired array.
- A
- Also note the shape of A.
- A.shape
-
- We shall now use the lstsq function, to obtain the coefficients m
- and c. lstsq returns a lot of things along with these
- coefficients. We may look at the documentation of lstsq, for more
- information by typing lstsq?
- result = lstsq(A,tsq)
-
- We extract the required coefficients, which is the first element
- in the list of things that lstsq returns, and store them into the variable coef.
- coef = result[0]
-
- To obtain the plot of the line, we simply use the equation of the
- line, we have noted before. T^2 = mL + c.
-
- Tline = coef[0]*l + coef[1]
- plot(l, Tline, 'r')
-
- Also, it would be nice to have a plot of the points. So,
- plot(l, tsq, 'o')
-
- This brings us to the end of this tutorial. In this tutorial,
- you've learnt how to obtain a least squares fit curve for a given
- set of points using lstsq. There are other curve fitting functions
- available in Pylab such as polyfit.
-
- Hope you enjoyed it. Thanks.
-
-*** Notes
-