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Diffstat (limited to 'libavutil/lls1.c')
| -rw-r--r-- | libavutil/lls1.c | 180 |
1 files changed, 180 insertions, 0 deletions
diff --git a/libavutil/lls1.c b/libavutil/lls1.c new file mode 100644 index 0000000..c452d82 --- /dev/null +++ b/libavutil/lls1.c @@ -0,0 +1,180 @@ +/* + * 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 "attributes.h" +#include "version.h" +#include "lls1.h" + +#if FF_API_LLS1 + +av_cold void avpriv_init_lls(LLSModel *m, int indep_count) +{ + memset(m, 0, sizeof(LLSModel)); + m->indep_count = indep_count; +} + +void avpriv_update_lls(LLSModel *m, double *var, double decay) +{ + int i, j; + + for (i = 0; i <= m->indep_count; i++) { + for (j = i; j <= m->indep_count; j++) { + m->covariance[i][j] *= decay; + 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 + 1] = (void *) &m->covariance[1][0]; + double (*covar) [MAX_VARS + 1] = (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 = i - 1; k >= 0; 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 = i - 1; k >= 0; 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; + } + } +} + +double avpriv_evaluate_lls(LLSModel *m, double *param, int order) +{ + int i; + double out = 0; + + for (i = 0; i <= order; i++) + out += param[i] * m->coeff[order][i]; + + return out; +} + +#if FF_API_LLS_PRIVATE +av_cold void av_init_lls(LLSModel *m, int indep_count) +{ + avpriv_init_lls(m, indep_count); +} +void av_update_lls(LLSModel *m, double *param, double decay) +{ + avpriv_update_lls(m, param, decay); +} +void av_solve_lls(LLSModel *m, double threshold, int min_order) +{ + avpriv_solve_lls(m, threshold, min_order); +} +double av_evaluate_lls(LLSModel *m, double *param, int order) +{ + return avpriv_evaluate_lls(m, param, order); +} +#endif /* FF_API_LLS_PRIVATE */ + +#endif /* FF_API_LLS1 */ + +#ifdef TEST + +#include <stdio.h> +#include <limits.h> +#include "lfg.h" + +int main(void) +{ + LLSModel m; + int i, order; + AVLFG lfg; + + av_lfg_init(&lfg, 1); + avpriv_init_lls(&m, 3); + + for (i = 0; i < 100; i++) { + double var[4]; + double eval; + + var[0] = (av_lfg_get(&lfg) / (double) UINT_MAX - 0.5) * 2; + var[1] = var[0] + av_lfg_get(&lfg) / (double) UINT_MAX - 0.5; + var[2] = var[1] + av_lfg_get(&lfg) / (double) UINT_MAX - 0.5; + var[3] = var[2] + av_lfg_get(&lfg) / (double) UINT_MAX - 0.5; + avpriv_update_lls(&m, var, 0.99); + avpriv_solve_lls(&m, 0.001, 0); + for (order = 0; order < 3; order++) { + eval = avpriv_evaluate_lls(&m, var + 1, order); + printf("real:%9f order:%d pred:%9f var:%f coeffs:%f %9f %9f\n", + var[0], order, eval, sqrt(m.variance[order] / (i + 1)), + m.coeff[order][0], m.coeff[order][1], + m.coeff[order][2]); + } + } + return 0; +} + +#endif |
