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Exact rational least squares using Gram-Schmidt orthogonalization
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| from fractions import Fraction | |
| def least_squares(A, b): | |
| b = list(map(Fraction, b)) | |
| m = len(A) | |
| n = len(A[0]) if m else 0 | |
| R = [[Fraction(0) for _ in range(n)] for _ in range(n)] | |
| Q_cols = [] | |
| y = [] | |
| pivots = [] | |
| for j in range(n): | |
| v = [Fraction(A[i][j]) for i in range(m)] | |
| for i, q in enumerate(Q_cols): | |
| num = sum(qi * vi for qi, vi in zip(q, v)) | |
| den = sum(qi * qi for qi in q) | |
| rij = num / den | |
| R[i][j] = rij | |
| v = [vi - rij * qi for qi, vi in zip(q, v)] | |
| if any(v_r != 0 for v_r in v): | |
| idx = len(Q_cols) | |
| pivots.append(j) | |
| Q_cols.append(v) | |
| num = sum(vi * bi for vi, bi in zip(v, b)) | |
| den = sum(vi * vi for vi in v) | |
| y.append(num / den) | |
| rank = len(y) | |
| R = R[:rank] | |
| x = [Fraction(0) for _ in range(n)] | |
| for i in range(rank - 1, -1, -1): | |
| pivot = pivots[i] | |
| s = sum(R[i][k] * x[k] for k in range(pivot + 1, n)) | |
| x[pivot] = y[i] - s | |
| return x |
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