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/*
* linear least squares model
*
* Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
*
* This file is part of Libav.
*
* Libav 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.
*
* Libav 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 Libav; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*/
#ifndef AVUTIL_LLS_H
#define AVUTIL_LLS_H
#include "version.h"
#define MAX_VARS 32
//FIXME avoid direct access to LLSModel from outside
/**
* Linear least squares model.
*/
typedef struct LLSModel {
double covariance[MAX_VARS + 1][MAX_VARS + 1];
double coeff[MAX_VARS][MAX_VARS];
double variance[MAX_VARS];
int indep_count;
/**
* Take the outer-product of var[] with itself, and add to the covariance matrix.
* @param m this context
* @param var training samples, starting with the value to be predicted
*/
void (*update_lls)(struct LLSModel *m, double *var);
/**
* Inner product of var[] and the LPC coefs.
* @param m this context
* @param var training samples, excluding the value to be predicted
* @param order lpc order
*/
double (*evaluate_lls)(struct LLSModel *m, double *var, int order);
} LLSModel;
void avpriv_init_lls(LLSModel *m, int indep_count);
void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order);
#if FF_API_LLS_PRIVATE
void av_init_lls(LLSModel *m, int indep_count);
void av_update_lls(LLSModel *m, double *param, double decay);
void av_solve_lls(LLSModel *m, double threshold, int min_order);
double av_evaluate_lls(LLSModel *m, double *param, int order);
#endif /* FF_API_LLS_PRIVATE */
#endif /* AVUTIL_LLS_H */
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