Mercurial > libavutil.hg
annotate pca.c @ 557:9f3f45596ecf libavutil
Move context struct to c file.
author | michael |
---|---|
date | Sun, 17 Aug 2008 15:51:20 +0000 |
parents | 2fb78abcf725 |
children | daccf2fe1053 |
rev | line source |
---|---|
550 | 1 /* |
2 * Principal component analysis | |
3 * Copyright (c) 2004 Michael Niedermayer <michaelni@gmx.at> | |
4 * | |
5 * This library is free software; you can redistribute it and/or | |
6 * modify it under the terms of the GNU Lesser General Public | |
7 * License as published by the Free Software Foundation; either | |
8 * version 2 of the License, or (at your option) any later version. | |
9 * | |
10 * This library is distributed in the hope that it will be useful, | |
11 * but WITHOUT ANY WARRANTY; without even the implied warranty of | |
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
13 * Lesser General Public License for more details. | |
14 * | |
15 * You should have received a copy of the GNU Lesser General Public | |
16 * License along with this library; if not, write to the Free Software | |
17 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA | |
18 * | |
19 */ | |
20 | |
21 /** | |
22 * @file pca.c | |
23 * Principal component analysis | |
24 */ | |
25 | |
551 | 26 #include "common.h" |
550 | 27 #include "pca.h" |
28 | |
557 | 29 typedef struct PCA{ |
30 int count; | |
31 int n; | |
32 double *covariance; | |
33 double *mean; | |
34 }PCA; | |
35 | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
36 PCA *ff_pca_init(int n){ |
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
37 PCA *pca; |
550 | 38 if(n<=0) |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
39 return NULL; |
550 | 40 |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
41 pca= av_mallocz(sizeof(PCA)); |
550 | 42 pca->n= n; |
43 pca->count=0; | |
44 pca->covariance= av_mallocz(sizeof(double)*n*n); | |
45 pca->mean= av_mallocz(sizeof(double)*n); | |
46 | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
47 return pca; |
550 | 48 } |
49 | |
50 void ff_pca_free(PCA *pca){ | |
51 av_freep(&pca->covariance); | |
52 av_freep(&pca->mean); | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
53 av_free(pca); |
550 | 54 } |
55 | |
56 void ff_pca_add(PCA *pca, double *v){ | |
57 int i, j; | |
58 const int n= pca->n; | |
59 | |
60 for(i=0; i<n; i++){ | |
61 pca->mean[i] += v[i]; | |
62 for(j=i; j<n; j++) | |
63 pca->covariance[j + i*n] += v[i]*v[j]; | |
64 } | |
65 pca->count++; | |
66 } | |
67 | |
68 int ff_pca(PCA *pca, double *eigenvector, double *eigenvalue){ | |
69 int i, j, k, pass; | |
70 const int n= pca->n; | |
71 double z[n]; | |
72 | |
73 memset(eigenvector, 0, sizeof(double)*n*n); | |
74 | |
75 for(j=0; j<n; j++){ | |
76 pca->mean[j] /= pca->count; | |
77 eigenvector[j + j*n] = 1.0; | |
78 for(i=0; i<=j; i++){ | |
79 pca->covariance[j + i*n] /= pca->count; | |
80 pca->covariance[j + i*n] -= pca->mean[i] * pca->mean[j]; | |
81 pca->covariance[i + j*n] = pca->covariance[j + i*n]; | |
82 } | |
83 eigenvalue[j]= pca->covariance[j + j*n]; | |
84 z[j]= 0; | |
85 } | |
86 | |
87 for(pass=0; pass < 50; pass++){ | |
88 double sum=0; | |
89 | |
90 for(i=0; i<n; i++) | |
91 for(j=i+1; j<n; j++) | |
92 sum += fabs(pca->covariance[j + i*n]); | |
93 | |
94 if(sum == 0){ | |
95 for(i=0; i<n; i++){ | |
96 double maxvalue= -1; | |
97 for(j=i; j<n; j++){ | |
98 if(eigenvalue[j] > maxvalue){ | |
99 maxvalue= eigenvalue[j]; | |
100 k= j; | |
101 } | |
102 } | |
103 eigenvalue[k]= eigenvalue[i]; | |
104 eigenvalue[i]= maxvalue; | |
105 for(j=0; j<n; j++){ | |
106 double tmp= eigenvector[k + j*n]; | |
107 eigenvector[k + j*n]= eigenvector[i + j*n]; | |
108 eigenvector[i + j*n]= tmp; | |
109 } | |
110 } | |
111 return pass; | |
112 } | |
113 | |
114 for(i=0; i<n; i++){ | |
115 for(j=i+1; j<n; j++){ | |
116 double covar= pca->covariance[j + i*n]; | |
117 double t,c,s,tau,theta, h; | |
118 | |
119 if(pass < 3 && fabs(covar) < sum / (5*n*n)) //FIXME why pass < 3 | |
120 continue; | |
121 if(fabs(covar) == 0.0) //FIXME shouldnt be needed | |
122 continue; | |
123 if(pass >=3 && fabs((eigenvalue[j]+z[j])/covar) > (1LL<<32) && fabs((eigenvalue[i]+z[i])/covar) > (1LL<<32)){ | |
124 pca->covariance[j + i*n]=0.0; | |
125 continue; | |
126 } | |
127 | |
128 h= (eigenvalue[j]+z[j]) - (eigenvalue[i]+z[i]); | |
129 theta=0.5*h/covar; | |
130 t=1.0/(fabs(theta)+sqrt(1.0+theta*theta)); | |
131 if(theta < 0.0) t = -t; | |
132 | |
133 c=1.0/sqrt(1+t*t); | |
134 s=t*c; | |
135 tau=s/(1.0+c); | |
136 z[i] -= t*covar; | |
137 z[j] += t*covar; | |
138 | |
554
29d015080b3d
Do not mix declarations and statements (by ramiro).
michael
parents:
553
diff
changeset
|
139 #define ROTATE(a,i,j,k,l) {\ |
550 | 140 double g=a[j + i*n];\ |
141 double h=a[l + k*n];\ | |
142 a[j + i*n]=g-s*(h+g*tau);\ | |
554
29d015080b3d
Do not mix declarations and statements (by ramiro).
michael
parents:
553
diff
changeset
|
143 a[l + k*n]=h+s*(g-h*tau); } |
550 | 144 for(k=0; k<n; k++) { |
145 if(k!=i && k!=j){ | |
146 ROTATE(pca->covariance,FFMIN(k,i),FFMAX(k,i),FFMIN(k,j),FFMAX(k,j)) | |
147 } | |
148 ROTATE(eigenvector,k,i,k,j) | |
149 } | |
150 pca->covariance[j + i*n]=0.0; | |
151 } | |
152 } | |
153 for (i=0; i<n; i++) { | |
154 eigenvalue[i] += z[i]; | |
155 z[i]=0.0; | |
156 } | |
157 } | |
158 | |
159 return -1; | |
160 } | |
161 | |
553 | 162 #ifdef TEST |
550 | 163 |
164 #undef printf | |
552 | 165 #undef random |
550 | 166 #include <stdio.h> |
167 #include <stdlib.h> | |
168 | |
169 int main(){ | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
170 PCA *pca; |
550 | 171 int i, j, k; |
172 #define LEN 8 | |
173 double eigenvector[LEN*LEN]; | |
174 double eigenvalue[LEN]; | |
175 | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
176 pca= ff_pca_init(LEN); |
550 | 177 |
178 for(i=0; i<9000000; i++){ | |
179 double v[2*LEN+100]; | |
180 double sum=0; | |
181 int pos= random()%LEN; | |
182 int v2= (random()%101) - 50; | |
183 v[0]= (random()%101) - 50; | |
184 for(j=1; j<8; j++){ | |
185 if(j<=pos) v[j]= v[0]; | |
186 else v[j]= v2; | |
187 sum += v[j]; | |
188 } | |
189 /* for(j=0; j<LEN; j++){ | |
190 v[j] -= v[pos]; | |
191 }*/ | |
192 // sum += random()%10; | |
193 /* for(j=0; j<LEN; j++){ | |
194 v[j] -= sum/LEN; | |
195 }*/ | |
196 // lbt1(v+100,v+100,LEN); | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
197 ff_pca_add(pca, v); |
550 | 198 } |
199 | |
200 | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
201 ff_pca(pca, eigenvector, eigenvalue); |
550 | 202 for(i=0; i<LEN; i++){ |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
203 pca->count= 1; |
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
204 pca->mean[i]= 0; |
550 | 205 |
206 // (0.5^|x|)^2 = 0.5^2|x| = 0.25^|x| | |
207 | |
208 | |
209 // pca.covariance[i + i*LEN]= pow(0.5, fabs | |
210 for(j=i; j<LEN; j++){ | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
211 printf("%f ", pca->covariance[i + j*LEN]); |
550 | 212 } |
213 printf("\n"); | |
214 } | |
215 | |
216 #if 1 | |
217 for(i=0; i<LEN; i++){ | |
218 double v[LEN]; | |
219 double error=0; | |
220 memset(v, 0, sizeof(v)); | |
221 for(j=0; j<LEN; j++){ | |
222 for(k=0; k<LEN; k++){ | |
555
2fb78abcf725
Make ff_pca_init() allocate it struct instead of letting the user provide
michael
parents:
554
diff
changeset
|
223 v[j] += pca->covariance[FFMIN(k,j) + FFMAX(k,j)*LEN] * eigenvector[i + k*LEN]; |
550 | 224 } |
225 v[j] /= eigenvalue[i]; | |
226 error += fabs(v[j] - eigenvector[i + j*LEN]); | |
227 } | |
228 printf("%f ", error); | |
229 } | |
230 printf("\n"); | |
231 #endif | |
232 for(i=0; i<LEN; i++){ | |
233 for(j=0; j<LEN; j++){ | |
234 printf("%9.6f ", eigenvector[i + j*LEN]); | |
235 } | |
236 printf(" %9.1f %f\n", eigenvalue[i], eigenvalue[i]/eigenvalue[0]); | |
237 } | |
238 | |
239 return 0; | |
240 } | |
241 #endif |