diff ffmpeg/libavutil/lls.c @ 11:f445c3017523

new files

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/ffmpeg/libavutil/lls.c	Sun Apr 21 11:16:23 2013 +0200
@@ -0,0 +1,175 @@
+/*
+ * linear least squares model
+ *
+ * Copyright (c) 2006 Michael Niedermayer <[e-mail]>
+ *
+ * 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 "version.h"
+#include "lls.h"
+
+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
+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 */
+
+#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