view lls.c @ 822:a1680eca3e52 libavutil

DECLARE_ALIGNED macro for TMS470 compiler This compiler supports gcc-style alignment attributes for struct, but not for global variables. For the latter, alignment can be specified with a pragma, which does not work for struct members or local variables. By using both pragma and attribute, one or the other will always take effect. Unfortunately, no means exists for aligning stack variables.

/*
 * 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;
        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;
        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