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<div class="section">
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
<a name="math_toolkit.linear_regression"></a><a class="link" href="linear_regression.html" title="Linear Regression">Linear Regression</a>
</h2></div></div></div>
<h4>
<a name="math_toolkit.linear_regression.h0"></a>
<span class="phrase"><a name="math_toolkit.linear_regression.synopsis"></a></span><a class="link" href="linear_regression.html#math_toolkit.linear_regression.synopsis">Synopsis</a>
</h4>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">statistics</span><span class="special">/</span><span class="identifier">linear_regression</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
<span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">statistics</span> <span class="special">{</span>
<span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RandomAccessContainer</span><span class="special">></span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">></span> <span class="identifier">simple_ordinary_least_squares</span><span class="special">(</span><span class="identifier">RandomAccessContainer</span> <span class="keyword">const</span> <span class="special">&</span> <span class="identifier">x</span><span class="special">,</span>
<span class="identifier">RandomAccessContainer</span> <span class="keyword">const</span> <span class="special">&</span> <span class="identifier">y</span><span class="special">);</span>
<span class="keyword">template</span><span class="special"><</span><span class="keyword">typename</span> <span class="identifier">RandomAccessContainer</span><span class="special">></span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">tuple</span><span class="special"><</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">></span> <span class="identifier">simple_ordinary_least_squares_with_R_squared</span><span class="special">(</span><span class="identifier">RandomAccessContainer</span> <span class="keyword">const</span> <span class="special">&</span> <span class="identifier">x</span><span class="special">,</span>
<span class="identifier">RandomAccessContainer</span> <span class="keyword">const</span> <span class="special">&</span> <span class="identifier">y</span><span class="special">);</span>
<span class="special">}}}</span>
</pre>
<h4>
<a name="math_toolkit.linear_regression.h1"></a>
<span class="phrase"><a name="math_toolkit.linear_regression.background"></a></span><a class="link" href="linear_regression.html#math_toolkit.linear_regression.background">Background</a>
</h4>
<p>
A simple ordinary least squares finds the numbers <span class="emphasis"><em>c</em></span><sub>0</sub> and
<span class="emphasis"><em>c</em></span><sub>1</sub> which minimizes the merit function
</p>
<p>
<span class="inlinemediaobject"><object type="image/svg+xml" data="../../graphs/simple_ordinary_least_squares_merit.svg" width="246" height="54"></object></span>
</p>
<p>
The predictive model generated from the minima of this functional is <span class="emphasis"><em>f</em></span>(<span class="emphasis"><em>x</em></span>)
= <span class="emphasis"><em>c</em></span><sub>0</sub> + <span class="emphasis"><em>c</em></span><sub>1</sub> <span class="emphasis"><em>x</em></span>.
</p>
<p>
It turns out that numerically, computing the numbers <span class="emphasis"><em>c</em></span><sub>0</sub> and
<span class="emphasis"><em>c</em></span><sub>1</sub> is not <span class="emphasis"><em>quite</em></span> trivial. See <a href="https://www.johndcook.com/blog/2008/10/20/comparing-two-ways-to-fit-a-line-to-data/" target="_top">here</a>
for an explanation of some ways linear regression can go wrong. A better method
of computing the model parameters uses one-pass, numerically stable methods
to compute means, variances, and covariances, and then assembles the parameters
from these.
</p>
<p>
An example usage of the simple linear regression is given below:
</p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">vector</span><span class="special">></span>
<span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">iostream</span><span class="special">></span>
<span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">statistics</span><span class="special">/</span><span class="identifier">linear_regression</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
<span class="keyword">int</span> <span class="identifier">main</span><span class="special">()</span> <span class="special">{</span>
<span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">statistics</span><span class="special">::</span><span class="identifier">simple_ordinary_least_squares</span><span class="special">;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">x</span><span class="special">{</span><span class="number">1</span><span class="special">,</span> <span class="number">3</span><span class="special">,</span> <span class="number">7</span><span class="special">,</span> <span class="number">12</span><span class="special">};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">y</span><span class="special">{</span><span class="number">8</span><span class="special">,</span><span class="number">13</span><span class="special">,</span> <span class="number">26</span><span class="special">,</span> <span class="number">35</span><span class="special">};</span>
<span class="keyword">auto</span> <span class="special">[</span><span class="identifier">c0</span><span class="special">,</span> <span class="identifier">c1</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">simple_ordinary_least_squares</span><span class="special">(</span><span class="identifier">x</span><span class="special">,</span> <span class="identifier">y</span><span class="special">);</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"f(x) = "</span> <span class="special"><<</span> <span class="identifier">c0</span> <span class="special"><<</span> <span class="string">" + "</span> <span class="special"><<</span> <span class="identifier">c1</span> <span class="special"><<</span> <span class="string">"*x"</span> <span class="special"><<</span> <span class="string">"\n"</span><span class="special">;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="string">"f(2) = "</span> <span class="special"><<</span> <span class="identifier">c0</span> <span class="special">+</span> <span class="identifier">c1</span><span class="special">*</span><span class="number">2</span> <span class="special"><<</span> <span class="string">"\n"</span><span class="special">;</span>
<span class="special">}</span>
<span class="comment">// Output:</span>
<span class="identifier">f</span><span class="special">(</span><span class="identifier">x</span><span class="special">)</span> <span class="special">=</span> <span class="number">6.0742</span> <span class="special">+</span> <span class="number">2.50883</span><span class="special">*</span><span class="identifier">x</span>
<span class="identifier">f</span><span class="special">(</span><span class="number">2</span><span class="special">)</span> <span class="special">=</span> <span class="number">11.0919</span>
</pre>
<p>
If, in addition, you wish to assess how appropriate linear regression is for
your data, you can calculate <span class="emphasis"><em>R</em></span><sup>2</sup> as well, via
</p>
<pre class="programlisting"><span class="keyword">auto</span> <span class="special">[</span><span class="identifier">c0</span><span class="special">,</span> <span class="identifier">c1</span><span class="special">,</span> <span class="identifier">R2</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">simple_ordinary_least_squares_with_R_squared</span><span class="special">(</span><span class="identifier">x</span><span class="special">,</span> <span class="identifier">y</span><span class="special">);</span>
</pre>
<p>
It seems a number of definitions exist for <span class="emphasis"><em>R</em></span><sup>2</sup>; we use
</p>
<p>
<span class="inlinemediaobject"><object type="image/svg+xml" data="../../graphs/r_squared_definition.svg" width="259" height="54"></object></span>
</p>
<p>
The fit is good if <span class="emphasis"><em>R</em></span><sup>2</sup> is close to 1.
</p>
<h4>
<a name="math_toolkit.linear_regression.h2"></a>
<span class="phrase"><a name="math_toolkit.linear_regression.performance"></a></span><a class="link" href="linear_regression.html#math_toolkit.linear_regression.performance">Performance</a>
</h4>
<p>
There are two cases: When you want to compute <span class="emphasis"><em>R</em></span><sup>2</sup>, and
when you don't want to simultaneously compute <span class="emphasis"><em>R</em></span><sup>2</sup>, although
the cost of computing <span class="emphasis"><em>R</em></span><sup>2</sup> is not high:
</p>
<pre class="programlisting"><span class="special">-----------------------------------------------------------------------------------------------------------------</span>
<span class="identifier">Benchmark</span> <span class="identifier">Time</span> <span class="identifier">Bytes</span><span class="special">/</span><span class="identifier">second</span>
<span class="special">-----------------------------------------------------------------------------------------------------------------</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">8</span> <span class="number">51.9</span> <span class="identifier">ns</span> <span class="number">588.476</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">16</span> <span class="number">112</span> <span class="identifier">ns</span> <span class="number">546.087</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">32</span> <span class="number">277</span> <span class="identifier">ns</span> <span class="number">440.823</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">64</span> <span class="number">608</span> <span class="identifier">ns</span> <span class="number">401.659</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">128</span> <span class="number">1276</span> <span class="identifier">ns</span> <span class="number">382.622</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">256</span> <span class="number">2606</span> <span class="identifier">ns</span> <span class="number">374.748</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">512</span> <span class="number">5266</span> <span class="identifier">ns</span> <span class="number">370.868</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">1024</span> <span class="number">10601</span> <span class="identifier">ns</span> <span class="number">368.466</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">2048</span> <span class="number">21243</span> <span class="identifier">ns</span> <span class="number">367.775</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">4096</span> <span class="number">42502</span> <span class="identifier">ns</span> <span class="number">367.631</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">8192</span> <span class="number">85239</span> <span class="identifier">ns</span> <span class="number">366.618</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">16384</span> <span class="number">169736</span> <span class="identifier">ns</span> <span class="number">368.22</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">32768</span> <span class="number">340220</span> <span class="identifier">ns</span> <span class="number">367.409</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">65536</span> <span class="number">678907</span> <span class="identifier">ns</span> <span class="number">368.247</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">131072</span> <span class="number">1357145</span> <span class="identifier">ns</span> <span class="number">368.422</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">262144</span> <span class="number">2720207</span> <span class="identifier">ns</span> <span class="number">367.635</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">524288</span> <span class="number">5430141</span> <span class="identifier">ns</span> <span class="number">368.332</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">1048576</span> <span class="number">10896708</span> <span class="identifier">ns</span> <span class="number">367.095</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">2097152</span> <span class="number">21797935</span> <span class="identifier">ns</span> <span class="number">367.047</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">4194304</span> <span class="number">43723059</span> <span class="identifier">ns</span> <span class="number">365.944</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">8388608</span> <span class="number">87229180</span> <span class="identifier">ns</span> <span class="number">366.864</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">16777216</span> <span class="number">174988864</span> <span class="identifier">ns</span> <span class="number">365.74</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">float</span><span class="special">></span><span class="identifier">_BigO</span> <span class="number">10.42</span> <span class="identifier">N</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">8</span> <span class="number">52.4</span> <span class="identifier">ns</span> <span class="number">1.13779</span><span class="identifier">G</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">16</span> <span class="number">122</span> <span class="identifier">ns</span> <span class="number">1002.14</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">32</span> <span class="number">307</span> <span class="identifier">ns</span> <span class="number">795.253</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">64</span> <span class="number">685</span> <span class="identifier">ns</span> <span class="number">712.628</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">128</span> <span class="number">1445</span> <span class="identifier">ns</span> <span class="number">675.805</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">256</span> <span class="number">2966</span> <span class="identifier">ns</span> <span class="number">658.488</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">512</span> <span class="number">6062</span> <span class="identifier">ns</span> <span class="number">644.35</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">1024</span> <span class="number">12166</span> <span class="identifier">ns</span> <span class="number">642.173</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">2048</span> <span class="number">24336</span> <span class="identifier">ns</span> <span class="number">642.064</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">4096</span> <span class="number">48862</span> <span class="identifier">ns</span> <span class="number">639.567</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">8192</span> <span class="number">98008</span> <span class="identifier">ns</span> <span class="number">637.708</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">16384</span> <span class="number">196394</span> <span class="identifier">ns</span> <span class="number">636.481</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">32768</span> <span class="number">392810</span> <span class="identifier">ns</span> <span class="number">636.434</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">65536</span> <span class="number">783903</span> <span class="identifier">ns</span> <span class="number">637.859</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">131072</span> <span class="number">1556741</span> <span class="identifier">ns</span> <span class="number">642.378</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">262144</span> <span class="number">3121184</span> <span class="identifier">ns</span> <span class="number">640.792</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">524288</span> <span class="number">6265681</span> <span class="identifier">ns</span> <span class="number">638.404</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">1048576</span> <span class="number">12421627</span> <span class="identifier">ns</span> <span class="number">644.076</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">2097152</span> <span class="number">24907611</span> <span class="identifier">ns</span> <span class="number">642.417</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">4194304</span> <span class="number">49773317</span> <span class="identifier">ns</span> <span class="number">642.934</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">8388608</span> <span class="number">100034750</span> <span class="identifier">ns</span> <span class="number">639.79</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">16777216</span> <span class="number">199477349</span> <span class="identifier">ns</span> <span class="number">641.685</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span><span class="identifier">_BigO</span> <span class="number">11.90</span> <span class="identifier">N</span>
<span class="identifier">BMSimpleOrdinaryLeastSquares</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span><span class="identifier">_RMS</span> <span class="number">0</span> <span class="special">%</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">8</span> <span class="number">69.2</span> <span class="identifier">ns</span> <span class="number">441.314</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">16</span> <span class="number">147</span> <span class="identifier">ns</span> <span class="number">415.939</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">32</span> <span class="number">356</span> <span class="identifier">ns</span> <span class="number">342.815</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">64</span> <span class="number">736</span> <span class="identifier">ns</span> <span class="number">331.749</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">128</span> <span class="number">1494</span> <span class="identifier">ns</span> <span class="number">326.765</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">256</span> <span class="number">3161</span> <span class="identifier">ns</span> <span class="number">308.909</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">512</span> <span class="number">6343</span> <span class="identifier">ns</span> <span class="number">307.94</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">1024</span> <span class="number">12707</span> <span class="identifier">ns</span> <span class="number">307.409</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">2048</span> <span class="number">25390</span> <span class="identifier">ns</span> <span class="number">307.699</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">4096</span> <span class="number">50820</span> <span class="identifier">ns</span> <span class="number">307.455</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">8192</span> <span class="number">101738</span> <span class="identifier">ns</span> <span class="number">307.161</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">16384</span> <span class="number">203033</span> <span class="identifier">ns</span> <span class="number">307.835</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">32768</span> <span class="number">403366</span> <span class="identifier">ns</span> <span class="number">309.894</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">65536</span> <span class="number">767080</span> <span class="identifier">ns</span> <span class="number">325.911</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">131072</span> <span class="number">1515010</span> <span class="identifier">ns</span> <span class="number">330.034</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">262144</span> <span class="number">2965539</span> <span class="identifier">ns</span> <span class="number">337.21</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">524288</span> <span class="number">5774329</span> <span class="identifier">ns</span> <span class="number">346.372</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">1048576</span> <span class="number">11384267</span> <span class="identifier">ns</span> <span class="number">351.371</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">2097152</span> <span class="number">22899097</span> <span class="identifier">ns</span> <span class="number">349.406</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">4194304</span> <span class="number">45923903</span> <span class="identifier">ns</span> <span class="number">348.423</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">8388608</span> <span class="number">92138186</span> <span class="identifier">ns</span> <span class="number">347.306</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">>/</span><span class="number">16777216</span> <span class="number">183263471</span> <span class="identifier">ns</span> <span class="number">349.226</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">></span><span class="identifier">_BigO</span> <span class="number">10.94</span> <span class="identifier">N</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">float</span><span class="special">></span><span class="identifier">_RMS</span> <span class="number">1</span> <span class="special">%</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">8</span> <span class="number">68.7</span> <span class="identifier">ns</span> <span class="number">887.806</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">16</span> <span class="number">166</span> <span class="identifier">ns</span> <span class="number">734.816</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">32</span> <span class="number">385</span> <span class="identifier">ns</span> <span class="number">633.918</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">64</span> <span class="number">812</span> <span class="identifier">ns</span> <span class="number">601.394</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">128</span> <span class="number">1774</span> <span class="identifier">ns</span> <span class="number">550.424</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">256</span> <span class="number">3554</span> <span class="identifier">ns</span> <span class="number">549.562</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">512</span> <span class="number">7151</span> <span class="identifier">ns</span> <span class="number">546.25</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">1024</span> <span class="number">14335</span> <span class="identifier">ns</span> <span class="number">545.006</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">2048</span> <span class="number">28608</span> <span class="identifier">ns</span> <span class="number">546.163</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">4096</span> <span class="number">57228</span> <span class="identifier">ns</span> <span class="number">546.067</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">8192</span> <span class="number">113732</span> <span class="identifier">ns</span> <span class="number">549.537</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">16384</span> <span class="number">227686</span> <span class="identifier">ns</span> <span class="number">549.004</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">32768</span> <span class="number">453989</span> <span class="identifier">ns</span> <span class="number">550.668</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">65536</span> <span class="number">901696</span> <span class="identifier">ns</span> <span class="number">554.517</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">131072</span> <span class="number">1771910</span> <span class="identifier">ns</span> <span class="number">564.365</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">262144</span> <span class="number">3430961</span> <span class="identifier">ns</span> <span class="number">582.933</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">524288</span> <span class="number">6751237</span> <span class="identifier">ns</span> <span class="number">592.511</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">1048576</span> <span class="number">13544819</span> <span class="identifier">ns</span> <span class="number">590.639</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">2097152</span> <span class="number">27331142</span> <span class="identifier">ns</span> <span class="number">585.422</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">4194304</span> <span class="number">54944987</span> <span class="identifier">ns</span> <span class="number">582.425</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">8388608</span> <span class="number">109574257</span> <span class="identifier">ns</span> <span class="number">584.087</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">>/</span><span class="number">16777216</span> <span class="number">221449209</span> <span class="identifier">ns</span> <span class="number">578.003</span><span class="identifier">M</span><span class="special">/</span><span class="identifier">s</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span><span class="identifier">_BigO</span> <span class="number">13.17</span> <span class="identifier">N</span>
<span class="identifier">BMSimpleOrdinaryLeastSquaresWRSquared</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span><span class="identifier">_RMS</span> <span class="number">1</span> <span class="special">%</span>
</pre>
</div>
<div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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