Removed 'Written by' line

[pspp-builds.git] / src / math / linreg / linreg.c

diff --git a/src/math/linreg/linreg.c b/src/math/linreg/linreg.c
index 6c433e68b3d5774e0606ac3f32b22fe24da580dd..6bd450a1a9b3ecfe3833e0e11e6015ea43e83665 100644 (file)
--- a/src/math/linreg/linreg.c
+++ b/src/math/linreg/linreg.c
@@ -1,22 +1,18 @@
-/*
-  lib/linreg/linreg.c
-
-  Copyright (C) 2005 Free Software Foundation, Inc. Written by Jason H. Stover.
+/* PSPP - a program for statistical analysis.
+   Copyright (C) 2005 Free Software Foundation, Inc. 
 
-  This program is free software; you can redistribute it and/or modify it under
-  the terms of the GNU General Public License as published by the Free
-  Software Foundation; either version 2 of the License, or (at your option)
-  any later version.
+   This program is free software: you can redistribute it and/or modify
+   it under the terms of the GNU General Public License as published by
+   the Free Software Foundation, either version 3 of the License, or
+   (at your option) any later version.
 
-  This program is distributed in the hope that it will be useful, but WITHOUT
-  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
-  FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License for
-  more details.
+   This program is distributed in the hope that it will be useful,
+   but WITHOUT ANY WARRANTY; without even the implied warranty of
+   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+   GNU General Public License for more details.
 
-  You should have received a copy of the GNU General Public License along with
-  this program; if not, write to the Free Software Foundation, Inc., 51
-  Franklin Street, Fifth Floor, Boston, MA 02111-1307, USA.
- */
+   You should have received a copy of the GNU General Public License
+   along with this program.  If not, see <http://www.gnu.org/licenses/>. */
 
 #include <config.h>
 #include <gsl/gsl_fit.h>
@@ -114,7 +110,7 @@ pspp_linreg_get_vars (const void *c_, const struct variable **v)
   /*
      Start at c->coeff[1] to avoid the intercept.
    */
-  v[result] =  pspp_coeff_get_var (c->coeff[1], 0);
+  v[result] = pspp_coeff_get_var (c->coeff[1], 0);
   result = (v[result] == NULL) ? 0 : 1;
 
   for (coef = c->coeff[2]; coef < c->coeff[c->n_coeffs]; coef++)
@@ -188,10 +184,12 @@ pspp_linreg_cache_free (void *m)
       gsl_vector_free (c->indep_std);
       gsl_vector_free (c->ss_indeps);
       gsl_matrix_free (c->cov);
+      gsl_vector_free (c->ssx);
       for (i = 0; i < c->n_coeffs; i++)
        {
          pspp_coeff_free (c->coeff[i]);
        }
+      free (c->coeff);
       free (c);
     }
   return true;
@@ -207,7 +205,7 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
             const pspp_linreg_opts * opts, pspp_linreg_cache * cache)
 {
   int rc;
-  gsl_matrix *design;
+  gsl_matrix *design = NULL;
   gsl_matrix_view xtx;
   gsl_matrix_view xm;
   gsl_matrix_view xmxtx;
@@ -370,6 +368,18 @@ pspp_linreg (const gsl_vector * Y, const gsl_matrix * X,
        }
       gsl_matrix_free (sw);
     }
+  else if (cache->method == PSPP_LINREG_CONDITIONAL_INVERSE)
+    {
+      /*
+       Use the SVD of X^T X to find a conditional inverse of X^TX. If
+       the SVD is X^T X = U D V^T, then set the conditional inverse
+       to (X^T X)^c = V D^- U^T. D^- is defined as follows: If entry
+       (i, i) has value sigma_i, then entry (i, i) of D^- is 1 /
+       sigma_i if sigma_i > 0, and 0 otherwise. Then solve the normal
+       equations by setting the estimated parameter vector to 
+       (X^TX)^c X^T Y.
+       */
+    }
   else
     {
       gsl_multifit_linear_workspace *wk;