/* * linear least squares model * * Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at> * * This file is part of FFmpeg. * * FFmpeg is free software; you can redistribute it and/or * modify it under the terms of the GNU Lesser General Public * License as published by the Free Software Foundation; either * version 2.1 of the License, or (at your option) any later version. * * FFmpeg 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 * Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with FFmpeg; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA */ /** * @file * linear least squares model */ #include <math.h> #include <string.h> #include "config.h" #include "attributes.h" #include "lls.h" static void update_lls(LLSModel *m, const double *var) { int i, j; for (i = 0; i <= m->indep_count; i++) { for (j = i; j <= m->indep_count; j++) { m->covariance[i][j] += var[i] * var[j]; } } } void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order) { int i, j, k; double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0]; double (*covar) [MAX_VARS_ALIGN] = (void *) &m->covariance[1][1]; double *covar_y = m->covariance[0]; int count = m->indep_count; for (i = 0; i < count; i++) { for (j = i; j < count; j++) { double sum = covar[i][j]; for (k = 0; k <= i-1; k++) sum -= factor[i][k] * factor[j][k]; if (i == j) { if (sum < threshold) sum = 1.0; factor[i][i] = sqrt(sum); } else { factor[j][i] = sum / factor[i][i]; } } } for (i = 0; i < count; i++) { double sum = covar_y[i + 1]; for (k = 0; k <= i-1; k++) sum -= factor[i][k] * m->coeff[0][k]; m->coeff[0][i] = sum / factor[i][i]; } for (j = count - 1; j >= min_order; j--) { for (i = j; i >= 0; i--) { double sum = m->coeff[0][i]; for (k = i + 1; k <= j; k++) sum -= factor[k][i] * m->coeff[j][k]; m->coeff[j][i] = sum / factor[i][i]; } m->variance[j] = covar_y[0]; for (i = 0; i <= j; i++) { double sum = m->coeff[j][i] * covar[i][i] - 2 * covar_y[i + 1]; for (k = 0; k < i; k++) sum += 2 * m->coeff[j][k] * covar[k][i]; m->variance[j] += m->coeff[j][i] * sum; } } } static double evaluate_lls(LLSModel *m, const double *param, int order) { int i; double out = 0; for (i = 0; i <= order; i++) out += param[i] * m->coeff[order][i]; return out; } av_cold void avpriv_init_lls(LLSModel *m, int indep_count) { memset(m, 0, sizeof(LLSModel)); m->indep_count = indep_count; m->update_lls = update_lls; m->evaluate_lls = evaluate_lls; #if ARCH_X86 ff_init_lls_x86(m); #endif }