view lls.h @ 76:8c75234388b5 libavutil

linear least squares solver using cholesky factorization

/*
 * 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