view lls.c @ 510:b7593ce78422 libavutil

Make av_fifo*_read() ignore the available amount of data. This is more efficient as in practice the check is redundant most of the time. Callers which do not know if enough data is available have to check it with av_fifo_size(). Doing the check in *read() means the caller has no choice to skip the check when its known to be redundant. Also the return value was never documented in a public header so changing it should not break the API. Besides this fixes the case where read() failed on a 100% full fifo.

/*
 * 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 lls.c
 * linear least squares model
 */

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

#include "lls.h"

#ifdef TEST
#define av_log(a,b,...) printf(__VA_ARGS__)
#endif

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);
            av_log(NULL, AV_LOG_DEBUG, "real:%f order:%d pred:%f var:%f coeffs:%f %f %f\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