Mercurial > libavutil.hg
annotate lls.c @ 171:acc949f04f7a libavutil
seems the larger rcon values are never accessed
author | michael |
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date | Sun, 14 Jan 2007 13:30:37 +0000 |
parents | d76a36742464 |
children | f13e5473611e |
rev | line source |
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1 /* |
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2 * linear least squares model |
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3 * |
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4 * Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at> |
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5 * |
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6 * This file is part of FFmpeg. |
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7 * |
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8 * FFmpeg is free software; you can redistribute it and/or |
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9 * modify it under the terms of the GNU Lesser General Public |
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10 * License as published by the Free Software Foundation; either |
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11 * version 2.1 of the License, or (at your option) any later version. |
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12 * |
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13 * FFmpeg is distributed in the hope that it will be useful, |
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14 * but WITHOUT ANY WARRANTY; without even the implied warranty of |
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15 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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16 * Lesser General Public License for more details. |
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17 * |
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18 * You should have received a copy of the GNU Lesser General Public |
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19 * License along with FFmpeg; if not, write to the Free Software |
90 | 20 * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA |
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21 */ |
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22 |
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23 /** |
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24 * @file lls.c |
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25 * linear least squares model |
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26 */ |
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27 |
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28 #include <math.h> |
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29 #include <string.h> |
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30 |
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31 #include "lls.h" |
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32 |
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33 #ifdef TEST |
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34 #define av_log(a,b,...) printf(__VA_ARGS__) |
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35 #endif |
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36 |
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37 void av_init_lls(LLSModel *m, int indep_count){ |
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38 memset(m, 0, sizeof(LLSModel)); |
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39 |
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40 m->indep_count= indep_count; |
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41 } |
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42 |
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43 void av_update_lls(LLSModel *m, double *var, double decay){ |
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44 int i,j; |
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45 |
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46 for(i=0; i<=m->indep_count; i++){ |
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47 for(j=i; j<=m->indep_count; j++){ |
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48 m->covariance[i][j] *= decay; |
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49 m->covariance[i][j] += var[i]*var[j]; |
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50 } |
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51 } |
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52 } |
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53 |
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54 void av_solve_lls(LLSModel *m, double threshold, int min_order){ |
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55 int i,j,k; |
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56 double (*factor)[MAX_VARS+1]= &m->covariance[1][0]; |
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57 double (*covar )[MAX_VARS+1]= &m->covariance[1][1]; |
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58 double *covar_y = m->covariance[0]; |
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59 int count= m->indep_count; |
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60 |
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61 for(i=0; i<count; i++){ |
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62 for(j=i; j<count; j++){ |
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63 double sum= covar[i][j]; |
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64 |
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65 for(k=i-1; k>=0; k--) |
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66 sum -= factor[i][k]*factor[j][k]; |
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67 |
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68 if(i==j){ |
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69 if(sum < threshold) |
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70 sum= 1.0; |
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71 factor[i][i]= sqrt(sum); |
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72 }else |
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73 factor[j][i]= sum / factor[i][i]; |
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74 } |
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75 } |
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76 for(i=0; i<count; i++){ |
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77 double sum= covar_y[i+1]; |
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78 for(k=i-1; k>=0; k--) |
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79 sum -= factor[i][k]*m->coeff[0][k]; |
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80 m->coeff[0][i]= sum / factor[i][i]; |
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81 } |
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82 |
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83 for(j=count-1; j>=min_order; j--){ |
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84 for(i=j; i>=0; i--){ |
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85 double sum= m->coeff[0][i]; |
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86 for(k=i+1; k<=j; k++) |
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87 sum -= factor[k][i]*m->coeff[j][k]; |
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88 m->coeff[j][i]= sum / factor[i][i]; |
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89 } |
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90 |
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91 m->variance[j]= covar_y[0]; |
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92 for(i=0; i<=j; i++){ |
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93 double sum= m->coeff[j][i]*covar[i][i] - 2*covar_y[i+1]; |
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94 for(k=0; k<i; k++) |
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95 sum += 2*m->coeff[j][k]*covar[k][i]; |
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96 m->variance[j] += m->coeff[j][i]*sum; |
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97 } |
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98 } |
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99 } |
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100 |
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101 double av_evaluate_lls(LLSModel *m, double *param, int order){ |
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102 int i; |
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103 double out= 0; |
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104 |
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105 for(i=0; i<=order; i++) |
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106 out+= param[i]*m->coeff[order][i]; |
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107 |
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108 return out; |
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109 } |
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110 |
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111 #ifdef TEST |
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112 |
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113 #include <stdlib.h> |
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114 #include <stdio.h> |
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115 |
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116 int main(){ |
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117 LLSModel m; |
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118 int i, order; |
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119 |
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120 av_init_lls(&m, 3); |
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121 |
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122 for(i=0; i<100; i++){ |
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123 double var[4]; |
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124 double eval, variance; |
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125 #if 0 |
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126 var[1] = rand() / (double)RAND_MAX; |
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127 var[2] = rand() / (double)RAND_MAX; |
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128 var[3] = rand() / (double)RAND_MAX; |
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129 |
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130 var[2]= var[1] + var[3]/2; |
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131 |
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132 var[0] = var[1] + var[2] + var[3] + var[1]*var[2]/100; |
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133 #else |
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134 var[0] = (rand() / (double)RAND_MAX - 0.5)*2; |
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135 var[1] = var[0] + rand() / (double)RAND_MAX - 0.5; |
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136 var[2] = var[1] + rand() / (double)RAND_MAX - 0.5; |
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137 var[3] = var[2] + rand() / (double)RAND_MAX - 0.5; |
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calculate all coefficients for several orders during cholesky factorization, the resulting coefficients are not strictly optimal though as there is a small difference in the autocorrelation matrixes which is ignored for the smaller orders
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138 #endif |
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139 av_update_lls(&m, var, 0.99); |
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calculate all coefficients for several orders during cholesky factorization, the resulting coefficients are not strictly optimal though as there is a small difference in the autocorrelation matrixes which is ignored for the smaller orders
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140 av_solve_lls(&m, 0.001, 0); |
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calculate all coefficients for several orders during cholesky factorization, the resulting coefficients are not strictly optimal though as there is a small difference in the autocorrelation matrixes which is ignored for the smaller orders
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141 for(order=0; order<3; order++){ |
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142 eval= av_evaluate_lls(&m, var+1, order); |
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calculate all coefficients for several orders during cholesky factorization, the resulting coefficients are not strictly optimal though as there is a small difference in the autocorrelation matrixes which is ignored for the smaller orders
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143 av_log(NULL, AV_LOG_DEBUG, "real:%f order:%d pred:%f var:%f coeffs:%f %f %f\n", |
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144 var[0], order, eval, sqrt(m.variance[order] / (i+1)), |
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145 m.coeff[order][0], m.coeff[order][1], m.coeff[order][2]); |
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146 } |
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147 } |
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148 return 0; |
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149 } |
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150 |
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151 #endif |