view lls.c @ 728:1fa3820b1a84 libavutil

ARM asm for AV_RN*() ARMv6 and later support unaligned loads and stores for single word/halfword but not double/multiple. GCC is ignorant of this and will always use bytewise accesses for unaligned data. Casting to an int32_t pointer is dangerous since a load/store double or multiple instruction might be used (this happens with some code in FFmpeg). Implementing the AV_[RW]* macros with inline asm using only supported instructions gives fast and safe unaligned accesses. ARM RVCT does the right thing with generic code. This gives an overall speedup of up to 10%.

/*
 * linear least squares model
 *
 * Copyright (c) 2006 Michael Niedermayer <[e-mail]>
 *
 * This file is part of FFmpeg.
 *
 * FFmpeg 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 2.1 of the License, or (at your option) any later version.
 *
 * FFmpeg 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 FFmpeg; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
 */

/**
 * @file libavutil/lls.c
 * linear least squares model
 */

#include <math.h>
#include <string.h>

#include "lls.h"

void av_init_lls(LLSModel *m, int indep_count){
    memset(m, 0, sizeof(LLSModel));

    m->indep_count= indep_count;
}

void av_update_lls(LLSModel *m, double *var, double decay){
    int i,j;

    for(i=0; i<=m->indep_count; i++){
        for(j=i; j<=m->indep_count; j++){
            m->covariance[i][j] *= decay;
            m->covariance[i][j] += var[i]*var[j];
        }
    }
}

void av_solve_lls(LLSModel *m, double threshold, int min_order){
    int i,j,k;
    double (*factor)[MAX_VARS+1]= (void*)&m->covariance[1][0];
    double (*covar )[MAX_VARS+1]= (void*)&m->covariance[1][1];
    double  *covar_y            =  m->covariance[0];
    int count= m->indep_count;

    for(i=0; i<count; i++){
        for(j=i; j<count; j++){
            double sum= covar[i][j];

            for(k=i-1; k>=0; k--)
                sum -= factor[i][k]*factor[j][k];

            if(i==j){
                if(sum < threshold)
                    sum= 1.0;
                factor[i][i]= sqrt(sum);
            }else
                factor[j][i]= sum / factor[i][i];
        }
    }
    for(i=0; i<count; i++){
        double sum= covar_y[i+1];
        for(k=i-1; k>=0; k--)
            sum -= factor[i][k]*m->coeff[0][k];
        m->coeff[0][i]= sum / factor[i][i];
    }

    for(j=count-1; j>=min_order; j--){
        for(i=j; i>=0; i--){
            double sum= m->coeff[0][i];
            for(k=i+1; k<=j; k++)
                sum -= factor[k][i]*m->coeff[j][k];
            m->coeff[j][i]= sum / factor[i][i];
        }

        m->variance[j]= covar_y[0];
        for(i=0; i<=j; i++){
            double sum= m->coeff[j][i]*covar[i][i] - 2*covar_y[i+1];
            for(k=0; k<i; k++)
                sum += 2*m->coeff[j][k]*covar[k][i];
            m->variance[j] += m->coeff[j][i]*sum;
        }
    }
}

double av_evaluate_lls(LLSModel *m, double *param, int order){
    int i;
    double out= 0;

    for(i=0; i<=order; i++)
        out+= param[i]*m->coeff[order][i];

    return out;
}

#ifdef TEST

#include <stdlib.h>
#include <stdio.h>

int main(void){
    LLSModel m;
    int i, order;

    av_init_lls(&m, 3);

    for(i=0; i<100; i++){
        double var[4];
        double eval;
#if 0
        var[1] = rand() / (double)RAND_MAX;
        var[2] = rand() / (double)RAND_MAX;
        var[3] = rand() / (double)RAND_MAX;

        var[2]= var[1] + var[3]/2;

        var[0] = var[1] + var[2] + var[3] +  var[1]*var[2]/100;
#else
        var[0] = (rand() / (double)RAND_MAX - 0.5)*2;
        var[1] = var[0] + rand() / (double)RAND_MAX - 0.5;
        var[2] = var[1] + rand() / (double)RAND_MAX - 0.5;
        var[3] = var[2] + rand() / (double)RAND_MAX - 0.5;
#endif
        av_update_lls(&m, var, 0.99);
        av_solve_lls(&m, 0.001, 0);
        for(order=0; order<3; order++){
            eval= av_evaluate_lls(&m, var+1, order);
            printf("real:%9f order:%d pred:%9f var:%f coeffs:%f %9f %9f\n",
                var[0], order, eval, sqrt(m.variance[order] / (i+1)),
                m.coeff[order][0], m.coeff[order][1], m.coeff[order][2]);
        }
    }
    return 0;
}

#endif