xref: /third_party/ffmpeg/libavutil/lls.c (revision cabdff1a) 
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 "config.h"
32#include "attributes.h"
33#include "lls.h"
34
35static void update_lls(LLSModel *m, const double *var)
36{
37    int i, j;
38
39    for (i = 0; i <= m->indep_count; i++) {
40        for (j = i; j <= m->indep_count; j++) {
41            m->covariance[i][j] += var[i] * var[j];
42        }
43    }
44}
45
46void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order)
47{
48    int i, j, k;
49    double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0];
50    double (*covar) [MAX_VARS_ALIGN] = (void *) &m->covariance[1][1];
51    double *covar_y                = m->covariance[0];
52    int count                      = m->indep_count;
53
54    for (i = 0; i < count; i++) {
55        for (j = i; j < count; j++) {
56            double sum = covar[i][j];
57
58            for (k = 0; k <= i-1; k++)
59                sum -= factor[i][k] * factor[j][k];
60
61            if (i == j) {
62                if (sum < threshold)
63                    sum = 1.0;
64                factor[i][i] = sqrt(sum);
65            } else {
66                factor[j][i] = sum / factor[i][i];
67            }
68        }
69    }
70
71    for (i = 0; i < count; i++) {
72        double sum = covar_y[i + 1];
73
74        for (k = 0; k <= i-1; k++)
75            sum -= factor[i][k] * m->coeff[0][k];
76
77        m->coeff[0][i] = sum / factor[i][i];
78    }
79
80    for (j = count - 1; j >= min_order; j--) {
81        for (i = j; i >= 0; i--) {
82            double sum = m->coeff[0][i];
83
84            for (k = i + 1; k <= j; k++)
85                sum -= factor[k][i] * m->coeff[j][k];
86
87            m->coeff[j][i] = sum / factor[i][i];
88        }
89
90        m->variance[j] = covar_y[0];
91
92        for (i = 0; i <= j; i++) {
93            double sum = m->coeff[j][i] * covar[i][i] - 2 * covar_y[i + 1];
94
95            for (k = 0; k < i; k++)
96                sum += 2 * m->coeff[j][k] * covar[k][i];
97
98            m->variance[j] += m->coeff[j][i] * sum;
99        }
100    }
101}
102
103static double evaluate_lls(LLSModel *m, const double *param, int order)
104{
105    int i;
106    double out = 0;
107
108    for (i = 0; i <= order; i++)
109        out += param[i] * m->coeff[order][i];
110
111    return out;
112}
113
114av_cold void avpriv_init_lls(LLSModel *m, int indep_count)
115{
116    memset(m, 0, sizeof(LLSModel));
117    m->indep_count = indep_count;
118    m->update_lls = update_lls;
119    m->evaluate_lls = evaluate_lls;
120#if ARCH_X86
121    ff_init_lls_x86(m);
122#endif
123}
124