*
* Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
*
- * This library is free software; you can redistribute it and/or
+ * 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 of the License, or (at your option) any later version.
+ * version 2.1 of the License, or (at your option) any later version.
*
- * This library is distributed in the hope that it will be useful,
+ * 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 this library; if not, write to the Free Software
- * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
+ * 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
+ * @file libavutil/lls.c
* linear least squares model
*/
#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));
}
}
-double av_solve_lls(LLSModel *m, double threshold){
+void av_solve_lls(LLSModel *m, double threshold, int min_order){
int i,j,k;
- double (*factor)[MAX_VARS+1]= &m->covariance[1][0];
- double (*covar )[MAX_VARS+1]= &m->covariance[1][1];
+ 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];
- double variance;
int count= m->indep_count;
for(i=0; i<count; 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[k];
- m->coeff[i]= sum / factor[i][i];
+ sum -= factor[i][k]*m->coeff[0][k];
+ m->coeff[0][i]= sum / factor[i][i];
}
- for(i=count-1; i>=0; i--){
- double sum= m->coeff[i];
- for(k=i+1; k<count; k++)
- sum -= factor[k][i]*m->coeff[k];
- m->coeff[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];
+ }
- variance= covar_y[0];
- for(i=0; i<count; i++){
- double sum= m->coeff[i]*covar[i][i] - 2*covar_y[i+1];
- for(j=0; j<i; j++)
- sum += 2*m->coeff[j]*covar[j][i];
- variance += m->coeff[i]*sum;
+ 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;
+ }
}
- return variance;
}
-double av_evaluate_lls(LLSModel *m, double *param){
+double av_evaluate_lls(LLSModel *m, double *param, int order){
int i;
double out= 0;
- for(i=0; i<m->indep_count; i++)
- out+= param[i]*m->coeff[i];
+ for(i=0; i<=order; i++)
+ out+= param[i]*m->coeff[order][i];
return out;
}
#include <stdlib.h>
#include <stdio.h>
-int main(){
+int main(void){
LLSModel m;
- int i;
+ int i, order;
av_init_lls(&m, 3);
for(i=0; i<100; i++){
double var[4];
- double eval, variance;
- var[1] = rand() / (double)RAND_MAX;
- var[2] = rand() / (double)RAND_MAX;
- var[3] = rand() / (double)RAND_MAX;
-
- var[2]= var[1] + var[3];
-
- var[0] = var[1] + var[2] + var[3] + var[1]*var[2]/100;
-
- eval= av_evaluate_lls(&m, var+1);
+ 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);
- variance= av_solve_lls(&m, 0.001);
- av_log(NULL, AV_LOG_DEBUG, "real:%f pred:%f var:%f coeffs:%f %f %f\n",
- var[0], eval, sqrt(variance / (i+1)),
- m.coeff[0], m.coeff[1], m.coeff[2]);
+ 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;
}