Task: Multiple regression

C: #include <stdio.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_multifit.h>

double w[] = {	52.21, 53.12, 54.48, 55.84, 57.20,
		58.57, 59.93, 61.29, 63.11, 64.47,
		66.28, 68.10, 69.92, 72.19, 74.46 };
double h[] = {	1.47, 1.50, 1.52, 1.55, 1.57,
		1.60, 1.63, 1.65, 1.68, 1.70,
		1.73, 1.75, 1.78, 1.80, 1.83	};

int main()
{
	int n = sizeof(h)/sizeof(double);
	gsl_matrix *X = gsl_matrix_calloc(n, 3);
	gsl_vector *Y = gsl_vector_alloc(n);
	gsl_vector *beta = gsl_vector_alloc(3);

	for (int i = 0; i < n; i++) {
		gsl_vector_set(Y, i, w[i]);

		gsl_matrix_set(X, i, 0, 1);
		gsl_matrix_set(X, i, 1, h[i]);
		gsl_matrix_set(X, i, 2, h[i] * h[i]);
	}

	double chisq;
	gsl_matrix *cov = gsl_matrix_alloc(3, 3);
	gsl_multifit_linear_workspace * wspc = gsl_multifit_linear_alloc(n, 3);
	gsl_multifit_linear(X, Y, beta, cov, &chisq, wspc);

	printf("Beta:");
	for (int i = 0; i < 3; i++)
		printf("  %g", gsl_vector_get(beta, i));
	printf("\n");

	gsl_matrix_free(X);
	gsl_matrix_free(cov);
	gsl_vector_free(Y);
	gsl_vector_free(beta);
	gsl_multifit_linear_free(wspc);

}










Fortran: *-----------------------------------------------------------------------
* MR - multiple regression using the SLATEC library routine DHFTI
*
* Finds the nearest approximation to BETA in the system of linear equations:
*                     
*              X(j,i) . BETA(i) = Y(j)
* where   
*                  1 ... j ... N  
*                  1 ... i ... K
* and               
*                  K .LE. N
*
* INPUT ARRAYS ARE DESTROYED
*
*___Name___________Type_______________In/Out____Description_____________
*   X(N,K)         Double precision   In        Predictors
*   Y(N)           Double precision   Both      On input:   N Observations
*                                               On output:  K beta weights
*   N              Integer            In        Number of observations
*   K              Integer            In        Number of predictor variables
*   DWORK(N+2*K)   Double precision   Neither   Workspace
*   IWORK(K)       Integer            Neither   Workspace
*-----------------------------------------------------------------------
      SUBROUTINE MR (X, Y, N, K, DWORK, IWORK)
       IMPLICIT NONE
       INTEGER K, N, IWORK
       DOUBLE PRECISION X, Y, DWORK
       DIMENSION X(N,K), Y(N), DWORK(N+2*K), IWORK(K)
       
*         local variables
       INTEGER I, J
       DOUBLE PRECISION TAU, TOT
       
*        maximum of all column sums of magnitudes
       TAU = 0.
       DO J = 1, K
         TOT = 0.
         DO I = 1, N
           TOT = TOT + ABS(X(I,J))
         END DO
         IF (TOT > TAU) TAU = TOT
       END DO
       TAU = TAU * EPSILON(TAU)        
       
*            call function
       CALL DHFTI (X, N, N, K, Y, N, 1, TAU, 
     $  J, DWORK(1), DWORK(N+1), DWORK(N+K+1), IWORK)
       IF (J < K) PRINT *, 'mr: solution is rank deficient
       RETURN
      END  
      
*-----------------------------------------------------------------------
      PROGRAM t_mr        
       IMPLICIT NONE
       INTEGER N, K
       PARAMETER (N=15, K=3)
       INTEGER IWORK(K), I, J
       DOUBLE PRECISION XIN(N), X(N,K), Y(N), DWORK(N+2*K)

       DATA XIN / 1.47, 1.50, 1.52, 1.55, 1.57, 1.60, 1.63, 1.65, 1.68, 
     $            1.70, 1.73, 1.75, 1.78, 1.80, 1.83 /
       DATA Y / 52.21, 53.12, 54.48, 55.84, 57.20, 58.57, 59.93, 61.29,
     $          63.11, 64.47, 66.28, 68.10, 69.92, 72.19, 74.46 /

*              make coefficient matrix
       DO J = 1, K
         DO I = 1, N
           X(I,J) = XIN(I) **(J-1)
         END DO
       END DO

*               solve
       CALL MR (X, Y, N, K, DWORK, IWORK)
       
*               print result
  10   FORMAT ('beta: ', $)
  20   FORMAT (F12.4, $)
  30   FORMAT ()
       PRINT 10
       DO J = 1, K
         PRINT 20, Y(J)
       END DO       
       PRINT 30
       STOP 'program complete'
      END