Re: polyfit() and Inf

[stefan]

On Sun, 30 Mar 2003, Paul Kienzle wrote:

> stefan wrote:
>
> >I was experimenting with the polyfit() function.  It works correct with
> >"normal" functions (y = f(x)).  But it seems to compute ages (I never
> >waited until it finished) when there is a 'Inf' in the dataset.
> >
> >     x = linspace(0,1,100);
> >     y = x * 1 + 4;
> >     y(99) = Inf;
> >     [p,r] = polyfit(x,y,1);
> >     disp(p);
> >
> >This piece of code works fine without the 'y(99) = Inf;' line and stucks
> >with it.
> >
> >I implemented the polyfit() function on my own.  I get infinite results
> >but it does not stuck!  Is this a real problem/bug with polyfit()?  I
> >could send you my implemetation, if interested...
> >
>
> I get the same result (cygwin, octave-2.1.42).  This is
> probably a bug in \, which relies on the functions in
> LAPACK.
>
> wpolyfit  in octave-forge returns  NaN:
>
> http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/~checkout~/octave/octave-forge/main/optim/wpolyfit.m?rev=HEAD&content-type=text/plain
>
> It uses the slower but more accurate QR decomposition:
>
>   [Q,R,P] = qr(X,0);
>   p = R\(Q'*y);
>   p(P) = p;
>
> You can check it yourself against the NIST
> Statistical Reference Datasets
>
> http://www.itl.nist.gov/div898/strd/

My own implementation does just this!  Thank you for verifying the
described (mis)behaviour.

Cheers,
        address@hidden



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