Mercurial > libavutil.hg
annotate lls.c @ 999:effd4ae1769d libavutil
Make ff_inverse stay with libavutil, and optional copy it to libavcodec.
The ff_inverse table is used by FASTDIV macro, defined in libavutil, but up
to now the table was defined only in libavcodec.
After this change, the main copy of ff_inverse is part of libavutil (just
like FASTDIV), but if CONFIG_SMALL is unset, then a different copy is made
available to libavcodec, to avoid the performance penalty of using an
external look up table.
Dynamic linking works, because the libraries are linked with -Bsymbolic, so
the local copy of the symbol has priority over the external; static linking
works because the table is on a standalone object file in both libraries,
so the linker is able to discard one of the two.
Tested on Linux/x86-64 and Mac OS X/x86-64.
author | flameeyes |
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date | Wed, 21 Jul 2010 12:37:37 +0000 |
parents | 0795a743bda1 |
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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 |
358 | 20 * Foundation, Inc., 51 Franklin Street, 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 |
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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 void av_init_lls(LLSModel *m, int indep_count){ |
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34 memset(m, 0, sizeof(LLSModel)); |
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35 |
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36 m->indep_count= indep_count; |
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37 } |
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38 |
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39 void av_update_lls(LLSModel *m, double *var, double decay){ |
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40 int i,j; |
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41 |
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42 for(i=0; i<=m->indep_count; i++){ |
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43 for(j=i; j<=m->indep_count; j++){ |
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44 m->covariance[i][j] *= decay; |
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45 m->covariance[i][j] += var[i]*var[j]; |
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46 } |
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47 } |
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48 } |
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49 |
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50 void av_solve_lls(LLSModel *m, double threshold, int min_order){ |
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51 int i,j,k; |
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52 double (*factor)[MAX_VARS+1]= (void*)&m->covariance[1][0]; |
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53 double (*covar )[MAX_VARS+1]= (void*)&m->covariance[1][1]; |
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54 double *covar_y = m->covariance[0]; |
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55 int count= m->indep_count; |
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56 |
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57 for(i=0; i<count; i++){ |
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58 for(j=i; j<count; j++){ |
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59 double sum= covar[i][j]; |
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60 |
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61 for(k=i-1; k>=0; k--) |
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62 sum -= factor[i][k]*factor[j][k]; |
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63 |
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64 if(i==j){ |
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65 if(sum < threshold) |
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66 sum= 1.0; |
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67 factor[i][i]= sqrt(sum); |
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68 }else |
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69 factor[j][i]= sum / factor[i][i]; |
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70 } |
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71 } |
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72 for(i=0; i<count; i++){ |
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73 double sum= covar_y[i+1]; |
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74 for(k=i-1; k>=0; k--) |
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75 sum -= factor[i][k]*m->coeff[0][k]; |
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76 m->coeff[0][i]= sum / factor[i][i]; |
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77 } |
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78 |
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79 for(j=count-1; j>=min_order; j--){ |
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80 for(i=j; i>=0; i--){ |
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81 double sum= m->coeff[0][i]; |
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82 for(k=i+1; k<=j; k++) |
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83 sum -= factor[k][i]*m->coeff[j][k]; |
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84 m->coeff[j][i]= sum / factor[i][i]; |
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85 } |
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86 |
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87 m->variance[j]= covar_y[0]; |
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88 for(i=0; i<=j; i++){ |
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89 double sum= m->coeff[j][i]*covar[i][i] - 2*covar_y[i+1]; |
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90 for(k=0; k<i; k++) |
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91 sum += 2*m->coeff[j][k]*covar[k][i]; |
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92 m->variance[j] += m->coeff[j][i]*sum; |
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93 } |
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94 } |
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95 } |
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96 |
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97 double av_evaluate_lls(LLSModel *m, double *param, int order){ |
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98 int i; |
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99 double out= 0; |
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100 |
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101 for(i=0; i<=order; i++) |
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102 out+= param[i]*m->coeff[order][i]; |
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103 |
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104 return out; |
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105 } |
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106 |
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107 #ifdef TEST |
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108 |
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109 #include <stdlib.h> |
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110 #include <stdio.h> |
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111 |
404 | 112 int main(void){ |
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113 LLSModel m; |
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114 int i, order; |
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115 |
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116 av_init_lls(&m, 3); |
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117 |
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118 for(i=0; i<100; i++){ |
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119 double var[4]; |
424 | 120 double eval; |
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121 var[0] = (rand() / (double)RAND_MAX - 0.5)*2; |
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122 var[1] = var[0] + rand() / (double)RAND_MAX - 0.5; |
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123 var[2] = var[1] + rand() / (double)RAND_MAX - 0.5; |
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124 var[3] = var[2] + rand() / (double)RAND_MAX - 0.5; |
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125 av_update_lls(&m, var, 0.99); |
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126 av_solve_lls(&m, 0.001, 0); |
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127 for(order=0; order<3; order++){ |
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128 eval= av_evaluate_lls(&m, var+1, order); |
700 | 129 printf("real:%9f order:%d pred:%9f var:%f coeffs:%f %9f %9f\n", |
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130 var[0], order, eval, sqrt(m.variance[order] / (i+1)), |
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131 m.coeff[order][0], m.coeff[order][1], m.coeff[order][2]); |
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132 } |
76
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linear least squares solver using cholesky factorization
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133 } |
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134 return 0; |
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linear least squares solver using cholesky factorization
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135 } |
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linear least squares solver using cholesky factorization
michael
parents:
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136 |
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linear least squares solver using cholesky factorization
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137 #endif |