On the fly version polynomapproximation singular value decomposition

otfSVD.java

import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.linear.RealMatrix;
import org.apache.commons.math3.linear.SingularValueDecomposition;

public class Test3 {
    public static void main(String[] args) {

        double [][] data = {{12, 25425.6}, {15, 49816.5}, {23, 180506.9}, {27, 292460.1}};       
        int numCoefficients = 4; // 4 means a polynomial of rank 3 --> x3 + x2 + x1 + d

        double [][] Xt_A = new double [data.length][numCoefficients];
        double [] Xt_y = new double [data.length];

        for (int pointIdx = 0; pointIdx < data.length; ++pointIdx) {
            double x = data[pointIdx][0];
            double y = data[pointIdx][1];

            for(int v = 0; v < numCoefficients; ++v) {
                double xv = Math.pow(x, v);

                for(int w = 0; w < numCoefficients; ++w) {
                    double xw = Math.pow(x, w);
                    Xt_A[v][w] += xv * xw;
                }
                Xt_y[v] += xv * y;
            }
      }
      
      Array2DRowRealMatrix Am = new Array2DRowRealMatrix(Xt_A);
      RealMatrix ym = new Array2DRowRealMatrix(Xt_y);
      
      SingularValueDecomposition svd = new SingularValueDecomposition(Am);
      
      RealMatrix solution = svd.getSolver().solve(ym); 

      System.out.println("Solution" + solution);

   } 
}