blob: 0560b6a79caf76ded3c696d90403da8c84555332
| 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 | /** |
| 24 | * @file |
| 25 | * linear least squares model |
| 26 | */ |
| 27 | |
| 28 | #include <math.h> |
| 29 | #include <string.h> |
| 30 | |
| 31 | #include "attributes.h" |
| 32 | #include "internal.h" |
| 33 | #include "version.h" |
| 34 | #include "lls.h" |
| 35 | |
| 36 | static void update_lls(LLSModel *m, const double *var) |
| 37 | { |
| 38 | int i, j; |
| 39 | |
| 40 | for (i = 0; i <= m->indep_count; i++) { |
| 41 | for (j = i; j <= m->indep_count; j++) { |
| 42 | m->covariance[i][j] += var[i] * var[j]; |
| 43 | } |
| 44 | } |
| 45 | } |
| 46 | |
| 47 | void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order) |
| 48 | { |
| 49 | int i, j, k; |
| 50 | double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0]; |
| 51 | double (*covar) [MAX_VARS_ALIGN] = (void *) &m->covariance[1][1]; |
| 52 | double *covar_y = m->covariance[0]; |
| 53 | int count = m->indep_count; |
| 54 | |
| 55 | for (i = 0; i < count; i++) { |
| 56 | for (j = i; j < count; j++) { |
| 57 | double sum = covar[i][j]; |
| 58 | |
| 59 | for (k = 0; k <= i-1; k++) |
| 60 | sum -= factor[i][k] * factor[j][k]; |
| 61 | |
| 62 | if (i == j) { |
| 63 | if (sum < threshold) |
| 64 | sum = 1.0; |
| 65 | factor[i][i] = sqrt(sum); |
| 66 | } else { |
| 67 | factor[j][i] = sum / factor[i][i]; |
| 68 | } |
| 69 | } |
| 70 | } |
| 71 | |
| 72 | for (i = 0; i < count; i++) { |
| 73 | double sum = covar_y[i + 1]; |
| 74 | |
| 75 | for (k = 0; k <= i-1; k++) |
| 76 | sum -= factor[i][k] * m->coeff[0][k]; |
| 77 | |
| 78 | m->coeff[0][i] = sum / factor[i][i]; |
| 79 | } |
| 80 | |
| 81 | for (j = count - 1; j >= min_order; j--) { |
| 82 | for (i = j; i >= 0; i--) { |
| 83 | double sum = m->coeff[0][i]; |
| 84 | |
| 85 | for (k = i + 1; k <= j; k++) |
| 86 | sum -= factor[k][i] * m->coeff[j][k]; |
| 87 | |
| 88 | m->coeff[j][i] = sum / factor[i][i]; |
| 89 | } |
| 90 | |
| 91 | m->variance[j] = covar_y[0]; |
| 92 | |
| 93 | for (i = 0; i <= j; i++) { |
| 94 | double sum = m->coeff[j][i] * covar[i][i] - 2 * covar_y[i + 1]; |
| 95 | |
| 96 | for (k = 0; k < i; k++) |
| 97 | sum += 2 * m->coeff[j][k] * covar[k][i]; |
| 98 | |
| 99 | m->variance[j] += m->coeff[j][i] * sum; |
| 100 | } |
| 101 | } |
| 102 | } |
| 103 | |
| 104 | static double evaluate_lls(LLSModel *m, const double *param, int order) |
| 105 | { |
| 106 | int i; |
| 107 | double out = 0; |
| 108 | |
| 109 | for (i = 0; i <= order; i++) |
| 110 | out += param[i] * m->coeff[order][i]; |
| 111 | |
| 112 | return out; |
| 113 | } |
| 114 | |
| 115 | av_cold void avpriv_init_lls(LLSModel *m, int indep_count) |
| 116 | { |
| 117 | memset(m, 0, sizeof(LLSModel)); |
| 118 | m->indep_count = indep_count; |
| 119 | m->update_lls = update_lls; |
| 120 | m->evaluate_lls = evaluate_lls; |
| 121 | if (ARCH_X86) |
| 122 | ff_init_lls_x86(m); |
| 123 | } |
| 124 |