libavutil/lls.c

   1 /*
   2  * linear least squares model
   3  *
   4  * Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
   5  *
   6  * This file is part of FFmpeg.
   7  *
   8  * FFmpeg is free software; you can redistribute it and/or
   9  * modify it under the terms of the GNU Lesser General Public
  10  * License as published by the Free Software Foundation; either
  11  * version 2.1 of the License, or (at your option) any later version.
  12  *
  13  * FFmpeg is distributed in the hope that it will be useful,
  14  * but WITHOUT ANY WARRANTY; without even the implied warranty of
  15  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
  16  * Lesser General Public License for more details.
  17  *
  18  * You should have received a copy of the GNU Lesser General Public
  19  * License along with FFmpeg; if not, write to the Free Software
  20  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
  21  */
  22
  23 /**
  24  * @file
  25  * linear least squares model
  26  */
  27
  28 #include <math.h>
  29 #include <string.h>
  30
  31 #include "config.h"
  32 #include "attributes.h"
  33 #include "float_dsp.h"
  34 #include "lls.h"
  35
  36 static void update_lls(LLSModel *m, const double *var)
  37 {
  38     int i, j;
  39
  40     for (i = 0; i <= m->indep_count; i++) {
  41         for (j = i; j <= m->indep_count; j++) {
  42             m->covariance[i][j] += var[i] * var[j];
  43         }
  44     }
  45 }
  46
  47 void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order)
  48 {
  49     int i, j, k;
  50     double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0];
  51     double (*covar) [MAX_VARS_ALIGN] = (void *) &m->covariance[1][1];
  52     double *covar_y                = m->covariance[0];
  53     int count                      = m->indep_count;
  54
  55     for (i = 0; i < count; i++) {
  56         for (j = i; j < count; j++) {
  57             double sum = covar[i][j];
  58
  59             for (k = 0; k <= i-1; k++)
  60                 sum -= factor[i][k] * factor[j][k];
  61
  62             if (i == j) {
  63                 if (sum < threshold)
  64                     sum = 1.0;
  65                 factor[i][i] = sqrt(sum);
  66             } else {
  67                 factor[j][i] = sum / factor[i][i];
  68             }
  69         }
  70     }
  71
  72     for (i = 0; i < count; i++) {
  73         double sum = covar_y[i + 1];
  74
  75         for (k = 0; k <= i-1; k++)
  76             sum -= factor[i][k] * m->coeff[0][k];
  77
  78         m->coeff[0][i] = sum / factor[i][i];
  79     }
  80
  81     for (j = count - 1; j >= min_order; j--) {
  82         for (i = j; i >= 0; i--) {
  83             double sum = m->coeff[0][i];
  84
  85             for (k = i + 1; k <= j; k++)
  86                 sum -= factor[k][i] * m->coeff[j][k];
  87
  88             m->coeff[j][i] = sum / factor[i][i];
  89         }
  90
  91         m->variance[j] = covar_y[0];
  92
  93         for (i = 0; i <= j; i++) {
  94             double sum = m->coeff[j][i] * covar[i][i] - 2 * covar_y[i + 1];
  95
  96             for (k = 0; k < i; k++)
  97                 sum += 2 * m->coeff[j][k] * covar[k][i];
  98
  99             m->variance[j] += m->coeff[j][i] * sum;
 100         }
 101     }
 102 }
 103
 104 static double evaluate_lls(LLSModel *m, const double *param, int order)
 105 {
 106     return ff_scalarproduct_double_c(m->coeff[order], param, order + 1);
 107 }
 108
 109 av_cold void avpriv_init_lls(LLSModel *m, int indep_count)
 110 {
 111     memset(m, 0, sizeof(LLSModel));
 112     m->indep_count = indep_count;
 113     m->update_lls = update_lls;
 114     m->evaluate_lls = evaluate_lls;
 115 #if ARCH_RISCV
 116     ff_init_lls_riscv(m);
 117 #elif ARCH_X86
 118     ff_init_lls_x86(m);
 119 #endif
 120 }