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Diffstat (limited to 'contrib/ffmpeg/libavutil/lls.c')
| -rw-r--r-- | contrib/ffmpeg/libavutil/lls.c | 151 |
1 files changed, 151 insertions, 0 deletions
diff --git a/contrib/ffmpeg/libavutil/lls.c b/contrib/ffmpeg/libavutil/lls.c new file mode 100644 index 000000000..aa9467dce --- /dev/null +++ b/contrib/ffmpeg/libavutil/lls.c @@ -0,0 +1,151 @@ +/* + * 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 St, Fifth Floor, Boston, MA 02110-1301 USA + */ + +/** + * @file lls.c + * linear least squares model + */ + +#include <math.h> +#include <string.h> + +#include "lls.h" + +#ifdef TEST +#define av_log(a,b,...) printf(__VA_ARGS__) +#endif + +void av_init_lls(LLSModel *m, int indep_count){ + memset(m, 0, sizeof(LLSModel)); + + m->indep_count= indep_count; +} + +void av_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 av_solve_lls(LLSModel *m, double threshold, int min_order){ + int i,j,k; + double (*factor)[MAX_VARS+1]= &m->covariance[1][0]; + double (*covar )[MAX_VARS+1]= &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 av_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; +} + +#ifdef TEST + +#include <stdlib.h> +#include <stdio.h> + +int main(){ + LLSModel m; + int i, order; + + av_init_lls(&m, 3); + + for(i=0; i<100; i++){ + double var[4]; + double eval, variance; +#if 0 + var[1] = rand() / (double)RAND_MAX; + var[2] = rand() / (double)RAND_MAX; + var[3] = rand() / (double)RAND_MAX; + + var[2]= var[1] + var[3]/2; + + var[0] = var[1] + var[2] + var[3] + var[1]*var[2]/100; +#else + var[0] = (rand() / (double)RAND_MAX - 0.5)*2; + var[1] = var[0] + rand() / (double)RAND_MAX - 0.5; + var[2] = var[1] + rand() / (double)RAND_MAX - 0.5; + var[3] = var[2] + rand() / (double)RAND_MAX - 0.5; +#endif + av_update_lls(&m, var, 0.99); + av_solve_lls(&m, 0.001, 0); + for(order=0; order<3; order++){ + eval= av_evaluate_lls(&m, var+1, order); + av_log(NULL, AV_LOG_DEBUG, "real:%f order:%d pred:%f var:%f coeffs:%f %f %f\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 |