Mercurial > libavutil.hg
annotate pca.c @ 563:daccf2fe1053 libavutil
Copy and paste LGPL from tree.h, the previous one referred to a non-existing
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author | michael |
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date | Sun, 17 Aug 2008 19:32:51 +0000 |
parents | 9f3f45596ecf |
children | 0c8ca6fd0832 |
rev | line source |
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550 | 1 /* |
2 * Principal component analysis | |
3 * Copyright (c) 2004 Michael Niedermayer <michaelni@gmx.at> | |
4 * | |
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5 * This file is part of FFmpeg. |
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6 * |
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7 * FFmpeg is free software; you can redistribute it and/or |
550 | 8 * modify it under the terms of the GNU Lesser General Public |
9 * License as published by the Free Software Foundation; either | |
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10 * version 2.1 of the License, or (at your option) any later version. |
550 | 11 * |
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12 * FFmpeg is distributed in the hope that it will be useful, |
550 | 13 * but WITHOUT ANY WARRANTY; without even the implied warranty of |
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
15 * Lesser General Public License for more details. | |
16 * | |
17 * You should have received a copy of the GNU Lesser General Public | |
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18 * License along with FFmpeg; if not, write to the Free Software |
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19 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA |
550 | 20 */ |
21 | |
22 /** | |
23 * @file pca.c | |
24 * Principal component analysis | |
25 */ | |
26 | |
551 | 27 #include "common.h" |
550 | 28 #include "pca.h" |
29 | |
557 | 30 typedef struct PCA{ |
31 int count; | |
32 int n; | |
33 double *covariance; | |
34 double *mean; | |
35 }PCA; | |
36 | |
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37 PCA *ff_pca_init(int n){ |
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38 PCA *pca; |
550 | 39 if(n<=0) |
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40 return NULL; |
550 | 41 |
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42 pca= av_mallocz(sizeof(PCA)); |
550 | 43 pca->n= n; |
44 pca->count=0; | |
45 pca->covariance= av_mallocz(sizeof(double)*n*n); | |
46 pca->mean= av_mallocz(sizeof(double)*n); | |
47 | |
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48 return pca; |
550 | 49 } |
50 | |
51 void ff_pca_free(PCA *pca){ | |
52 av_freep(&pca->covariance); | |
53 av_freep(&pca->mean); | |
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54 av_free(pca); |
550 | 55 } |
56 | |
57 void ff_pca_add(PCA *pca, double *v){ | |
58 int i, j; | |
59 const int n= pca->n; | |
60 | |
61 for(i=0; i<n; i++){ | |
62 pca->mean[i] += v[i]; | |
63 for(j=i; j<n; j++) | |
64 pca->covariance[j + i*n] += v[i]*v[j]; | |
65 } | |
66 pca->count++; | |
67 } | |
68 | |
69 int ff_pca(PCA *pca, double *eigenvector, double *eigenvalue){ | |
70 int i, j, k, pass; | |
71 const int n= pca->n; | |
72 double z[n]; | |
73 | |
74 memset(eigenvector, 0, sizeof(double)*n*n); | |
75 | |
76 for(j=0; j<n; j++){ | |
77 pca->mean[j] /= pca->count; | |
78 eigenvector[j + j*n] = 1.0; | |
79 for(i=0; i<=j; i++){ | |
80 pca->covariance[j + i*n] /= pca->count; | |
81 pca->covariance[j + i*n] -= pca->mean[i] * pca->mean[j]; | |
82 pca->covariance[i + j*n] = pca->covariance[j + i*n]; | |
83 } | |
84 eigenvalue[j]= pca->covariance[j + j*n]; | |
85 z[j]= 0; | |
86 } | |
87 | |
88 for(pass=0; pass < 50; pass++){ | |
89 double sum=0; | |
90 | |
91 for(i=0; i<n; i++) | |
92 for(j=i+1; j<n; j++) | |
93 sum += fabs(pca->covariance[j + i*n]); | |
94 | |
95 if(sum == 0){ | |
96 for(i=0; i<n; i++){ | |
97 double maxvalue= -1; | |
98 for(j=i; j<n; j++){ | |
99 if(eigenvalue[j] > maxvalue){ | |
100 maxvalue= eigenvalue[j]; | |
101 k= j; | |
102 } | |
103 } | |
104 eigenvalue[k]= eigenvalue[i]; | |
105 eigenvalue[i]= maxvalue; | |
106 for(j=0; j<n; j++){ | |
107 double tmp= eigenvector[k + j*n]; | |
108 eigenvector[k + j*n]= eigenvector[i + j*n]; | |
109 eigenvector[i + j*n]= tmp; | |
110 } | |
111 } | |
112 return pass; | |
113 } | |
114 | |
115 for(i=0; i<n; i++){ | |
116 for(j=i+1; j<n; j++){ | |
117 double covar= pca->covariance[j + i*n]; | |
118 double t,c,s,tau,theta, h; | |
119 | |
120 if(pass < 3 && fabs(covar) < sum / (5*n*n)) //FIXME why pass < 3 | |
121 continue; | |
122 if(fabs(covar) == 0.0) //FIXME shouldnt be needed | |
123 continue; | |
124 if(pass >=3 && fabs((eigenvalue[j]+z[j])/covar) > (1LL<<32) && fabs((eigenvalue[i]+z[i])/covar) > (1LL<<32)){ | |
125 pca->covariance[j + i*n]=0.0; | |
126 continue; | |
127 } | |
128 | |
129 h= (eigenvalue[j]+z[j]) - (eigenvalue[i]+z[i]); | |
130 theta=0.5*h/covar; | |
131 t=1.0/(fabs(theta)+sqrt(1.0+theta*theta)); | |
132 if(theta < 0.0) t = -t; | |
133 | |
134 c=1.0/sqrt(1+t*t); | |
135 s=t*c; | |
136 tau=s/(1.0+c); | |
137 z[i] -= t*covar; | |
138 z[j] += t*covar; | |
139 | |
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140 #define ROTATE(a,i,j,k,l) {\ |
550 | 141 double g=a[j + i*n];\ |
142 double h=a[l + k*n];\ | |
143 a[j + i*n]=g-s*(h+g*tau);\ | |
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144 a[l + k*n]=h+s*(g-h*tau); } |
550 | 145 for(k=0; k<n; k++) { |
146 if(k!=i && k!=j){ | |
147 ROTATE(pca->covariance,FFMIN(k,i),FFMAX(k,i),FFMIN(k,j),FFMAX(k,j)) | |
148 } | |
149 ROTATE(eigenvector,k,i,k,j) | |
150 } | |
151 pca->covariance[j + i*n]=0.0; | |
152 } | |
153 } | |
154 for (i=0; i<n; i++) { | |
155 eigenvalue[i] += z[i]; | |
156 z[i]=0.0; | |
157 } | |
158 } | |
159 | |
160 return -1; | |
161 } | |
162 | |
553 | 163 #ifdef TEST |
550 | 164 |
165 #undef printf | |
552 | 166 #undef random |
550 | 167 #include <stdio.h> |
168 #include <stdlib.h> | |
169 | |
170 int main(){ | |
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171 PCA *pca; |
550 | 172 int i, j, k; |
173 #define LEN 8 | |
174 double eigenvector[LEN*LEN]; | |
175 double eigenvalue[LEN]; | |
176 | |
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177 pca= ff_pca_init(LEN); |
550 | 178 |
179 for(i=0; i<9000000; i++){ | |
180 double v[2*LEN+100]; | |
181 double sum=0; | |
182 int pos= random()%LEN; | |
183 int v2= (random()%101) - 50; | |
184 v[0]= (random()%101) - 50; | |
185 for(j=1; j<8; j++){ | |
186 if(j<=pos) v[j]= v[0]; | |
187 else v[j]= v2; | |
188 sum += v[j]; | |
189 } | |
190 /* for(j=0; j<LEN; j++){ | |
191 v[j] -= v[pos]; | |
192 }*/ | |
193 // sum += random()%10; | |
194 /* for(j=0; j<LEN; j++){ | |
195 v[j] -= sum/LEN; | |
196 }*/ | |
197 // lbt1(v+100,v+100,LEN); | |
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198 ff_pca_add(pca, v); |
550 | 199 } |
200 | |
201 | |
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202 ff_pca(pca, eigenvector, eigenvalue); |
550 | 203 for(i=0; i<LEN; i++){ |
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204 pca->count= 1; |
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205 pca->mean[i]= 0; |
550 | 206 |
207 // (0.5^|x|)^2 = 0.5^2|x| = 0.25^|x| | |
208 | |
209 | |
210 // pca.covariance[i + i*LEN]= pow(0.5, fabs | |
211 for(j=i; j<LEN; j++){ | |
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212 printf("%f ", pca->covariance[i + j*LEN]); |
550 | 213 } |
214 printf("\n"); | |
215 } | |
216 | |
217 #if 1 | |
218 for(i=0; i<LEN; i++){ | |
219 double v[LEN]; | |
220 double error=0; | |
221 memset(v, 0, sizeof(v)); | |
222 for(j=0; j<LEN; j++){ | |
223 for(k=0; k<LEN; k++){ | |
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224 v[j] += pca->covariance[FFMIN(k,j) + FFMAX(k,j)*LEN] * eigenvector[i + k*LEN]; |
550 | 225 } |
226 v[j] /= eigenvalue[i]; | |
227 error += fabs(v[j] - eigenvector[i + j*LEN]); | |
228 } | |
229 printf("%f ", error); | |
230 } | |
231 printf("\n"); | |
232 #endif | |
233 for(i=0; i<LEN; i++){ | |
234 for(j=0; j<LEN; j++){ | |
235 printf("%9.6f ", eigenvector[i + j*LEN]); | |
236 } | |
237 printf(" %9.1f %f\n", eigenvalue[i], eigenvalue[i]/eigenvalue[0]); | |
238 } | |
239 | |
240 return 0; | |
241 } | |
242 #endif |