diff lls.h @ 76:8c75234388b5 libavutil

linear least squares solver using cholesky factorization

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/lls.h	Fri Jul 14 10:03:09 2006 +0000
@@ -0,0 +1,42 @@
+/*
+ * linear least squares model
+ *
+ * Copyright (c) 2006 Michael Niedermayer <[e-mail]>
+ *
+ * This library is free software; you can redistribute it and/or
+ * modify it under the terms of the GNU Lesser General Public
+ * License as published by the Free Software Foundation; either
+ * version 2 of the License, or (at your option) any later version.
+ *
+ * This library is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ * Lesser General Public License for more details.
+ *
+ * You should have received a copy of the GNU Lesser General Public
+ * License along with this library; if not, write to the Free Software
+ * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA
+ */
+
+#ifndef LLS_H
+#define LLS_H
+
+#define MAX_VARS 32
+
+//FIXME avoid direct access to LLSModel from outside
+
+/**
+ * Linear least squares model.
+ */
+typedef struct LLSModel{
+    double covariance[MAX_VARS+1][MAX_VARS+1];
+    double coeff[MAX_VARS];
+    int indep_count;
+}LLSModel;
+
+void av_init_lls(LLSModel *m, int indep_count);
+void av_update_lls(LLSModel *m, double *param, double decay);
+double av_solve_lls(LLSModel *m, double threshold);
+double av_evaluate_lls(LLSModel *m, double *param);
+
+#endif