lls.c 3.2 KB

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  1. /*
  2. * linear least squares model
  3. *
  4. * Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
  5. *
  6. * This file is part of FFmpeg.
  7. *
  8. * FFmpeg is free software; you can redistribute it and/or
  9. * modify it under the terms of the GNU Lesser General Public
  10. * License as published by the Free Software Foundation; either
  11. * version 2.1 of the License, or (at your option) any later version.
  12. *
  13. * FFmpeg is distributed in the hope that it will be useful,
  14. * but WITHOUT ANY WARRANTY; without even the implied warranty of
  15. * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  16. * Lesser General Public License for more details.
  17. *
  18. * You should have received a copy of the GNU Lesser General Public
  19. * License along with FFmpeg; if not, write to the Free Software
  20. * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
  21. */
  22. /**
  23. * @file
  24. * linear least squares model
  25. */
  26. #include <math.h>
  27. #include <string.h>
  28. #include "attributes.h"
  29. #include "internal.h"
  30. #include "version.h"
  31. #include "lls.h"
  32. static void update_lls(LLSModel *m, const double *var)
  33. {
  34. int i, j;
  35. for (i = 0; i <= m->indep_count; i++) {
  36. for (j = i; j <= m->indep_count; j++) {
  37. m->covariance[i][j] += var[i] * var[j];
  38. }
  39. }
  40. }
  41. void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order)
  42. {
  43. int i, j, k;
  44. double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0];
  45. double (*covar) [MAX_VARS_ALIGN] = (void *) &m->covariance[1][1];
  46. double *covar_y = m->covariance[0];
  47. int count = m->indep_count;
  48. for (i = 0; i < count; i++) {
  49. for (j = i; j < count; j++) {
  50. double sum = covar[i][j];
  51. for (k = 0; k <= i-1; k++)
  52. sum -= factor[i][k] * factor[j][k];
  53. if (i == j) {
  54. if (sum < threshold)
  55. sum = 1.0;
  56. factor[i][i] = sqrt(sum);
  57. } else {
  58. factor[j][i] = sum / factor[i][i];
  59. }
  60. }
  61. }
  62. for (i = 0; i < count; i++) {
  63. double sum = covar_y[i + 1];
  64. for (k = 0; k <= i-1; k++)
  65. sum -= factor[i][k] * m->coeff[0][k];
  66. m->coeff[0][i] = sum / factor[i][i];
  67. }
  68. for (j = count - 1; j >= min_order; j--) {
  69. for (i = j; i >= 0; i--) {
  70. double sum = m->coeff[0][i];
  71. for (k = i + 1; k <= j; k++)
  72. sum -= factor[k][i] * m->coeff[j][k];
  73. m->coeff[j][i] = sum / factor[i][i];
  74. }
  75. m->variance[j] = covar_y[0];
  76. for (i = 0; i <= j; i++) {
  77. double sum = m->coeff[j][i] * covar[i][i] - 2 * covar_y[i + 1];
  78. for (k = 0; k < i; k++)
  79. sum += 2 * m->coeff[j][k] * covar[k][i];
  80. m->variance[j] += m->coeff[j][i] * sum;
  81. }
  82. }
  83. }
  84. static double evaluate_lls(LLSModel *m, const double *param, int order)
  85. {
  86. int i;
  87. double out = 0;
  88. for (i = 0; i <= order; i++)
  89. out += param[i] * m->coeff[order][i];
  90. return out;
  91. }
  92. av_cold void avpriv_init_lls(LLSModel *m, int indep_count)
  93. {
  94. memset(m, 0, sizeof(LLSModel));
  95. m->indep_count = indep_count;
  96. m->update_lls = update_lls;
  97. m->evaluate_lls = evaluate_lls;
  98. if (ARCH_X86)
  99. ff_init_lls_x86(m);
  100. }