## ffmpeg / libavutil / lls.c @ 68006ed0

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1 | 82ab5ad7 | Michael Niedermayer | ```
/*
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2 | ```
* linear least squares model
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3 | ```
*
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4 | ```
* Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
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5 | ```
*
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6 | b78e7197 | Diego Biurrun | ```
* This file is part of FFmpeg.
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7 | ```
*
``` |
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8 | ```
* FFmpeg is free software; you can redistribute it and/or
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9 | 82ab5ad7 | Michael Niedermayer | ```
* modify it under the terms of the GNU Lesser General Public
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10 | ```
* License as published by the Free Software Foundation; either
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11 | b78e7197 | Diego Biurrun | ```
* version 2.1 of the License, or (at your option) any later version.
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12 | 82ab5ad7 | Michael Niedermayer | ```
*
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13 | b78e7197 | Diego Biurrun | ```
* FFmpeg is distributed in the hope that it will be useful,
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14 | 82ab5ad7 | Michael Niedermayer | ```
* but WITHOUT ANY WARRANTY; without even the implied warranty of
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15 | ```
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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16 | ```
* Lesser General Public License for more details.
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17 | ```
*
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18 | ```
* You should have received a copy of the GNU Lesser General Public
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19 | b78e7197 | Diego Biurrun | ```
* License along with FFmpeg; if not, write to the Free Software
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20 | e5a389a1 | Diego Biurrun | ```
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
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21 | 82ab5ad7 | Michael Niedermayer | ```
*/
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22 | |||

23 | ```
/**
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24 | bad5537e | Diego Biurrun | ```
* @file libavutil/lls.c
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25 | 82ab5ad7 | Michael Niedermayer | ```
* linear least squares model
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26 | ```
*/
``` |
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27 | |||

28 | #include <math.h> |
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29 | #include <string.h> |
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30 | |||

31 | #include "lls.h" |
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32 | |||

33 | void av_init_lls(LLSModel *m, int indep_count){ |
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34 | memset(m, 0, sizeof(LLSModel)); |
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35 | |||

36 | m->indep_count= indep_count; |
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37 | } |
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38 | |||

39 | void av_update_lls(LLSModel *m, double *var, double decay){ |
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40 | ```
int i,j;
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41 | |||

42 | for(i=0; i<=m->indep_count; i++){ |
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43 | ```
for(j=i; j<=m->indep_count; j++){
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44 | m->covariance[i][j] *= decay; |
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45 | m->covariance[i][j] += var[i]*var[j]; |
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46 | } |
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47 | } |
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48 | } |
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49 | |||

50 | 408ec4e2 | Michael Niedermayer | void av_solve_lls(LLSModel *m, double threshold, int min_order){ |

51 | 82ab5ad7 | Michael Niedermayer | ```
int i,j,k;
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52 | b8fe8ab0 | Michael Niedermayer | double (*factor)[MAX_VARS+1]= (void*)&m->covariance[1][0]; |

53 | double (*covar )[MAX_VARS+1]= (void*)&m->covariance[1][1]; |
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54 | 82ab5ad7 | Michael Niedermayer | double *covar_y = m->covariance[0]; |

55 | ```
int count= m->indep_count;
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56 | |||

57 | for(i=0; i<count; i++){ |
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58 | ```
for(j=i; j<count; j++){
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59 | ```
double sum= covar[i][j];
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60 | |||

61 | for(k=i-1; k>=0; k--) |
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62 | sum -= factor[i][k]*factor[j][k]; |
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63 | |||

64 | ```
if(i==j){
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65 | ```
if(sum < threshold)
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66 | sum= 1.0; |
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67 | factor[i][i]= sqrt(sum); |
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68 | ```
}else
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69 | factor[j][i]= sum / factor[i][i]; |
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70 | } |
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71 | } |
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72 | for(i=0; i<count; i++){ |
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73 | double sum= covar_y[i+1]; |
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74 | for(k=i-1; k>=0; k--) |
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75 | 408ec4e2 | Michael Niedermayer | ```
sum -= factor[i][k]*m->coeff[0][k];
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76 | ```
m->coeff[0][i]= sum / factor[i][i];
``` |
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77 | 82ab5ad7 | Michael Niedermayer | } |

78 | |||

79 | 408ec4e2 | Michael Niedermayer | for(j=count-1; j>=min_order; j--){ |

80 | for(i=j; i>=0; i--){ |
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81 | double sum= m->coeff[0][i]; |
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82 | for(k=i+1; k<=j; k++) |
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83 | sum -= factor[k][i]*m->coeff[j][k]; |
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84 | m->coeff[j][i]= sum / factor[i][i]; |
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85 | } |
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86 | 82ab5ad7 | Michael Niedermayer | |

87 | 408ec4e2 | Michael Niedermayer | ```
m->variance[j]= covar_y[0];
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88 | for(i=0; i<=j; i++){ |
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89 | double sum= m->coeff[j][i]*covar[i][i] - 2*covar_y[i+1]; |
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90 | for(k=0; k<i; k++) |
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91 | ```
sum += 2*m->coeff[j][k]*covar[k][i];
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92 | m->variance[j] += m->coeff[j][i]*sum; |
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93 | } |
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94 | 82ab5ad7 | Michael Niedermayer | } |

95 | } |
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96 | |||

97 | 408ec4e2 | Michael Niedermayer | double av_evaluate_lls(LLSModel *m, double *param, int order){ |

98 | 82ab5ad7 | Michael Niedermayer | ```
int i;
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99 | double out= 0; |
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100 | |||

101 | 408ec4e2 | Michael Niedermayer | for(i=0; i<=order; i++) |

102 | out+= param[i]*m->coeff[order][i]; |
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103 | 82ab5ad7 | Michael Niedermayer | |

104 | ```
return out;
``` |
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105 | } |
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106 | |||

107 | ```
#ifdef TEST
``` |
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108 | |||

109 | #include <stdlib.h> |
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110 | #include <stdio.h> |
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111 | |||

112 | f8a80fd6 | Diego Biurrun | int main(void){ |

113 | 82ab5ad7 | Michael Niedermayer | LLSModel m; |

114 | 408ec4e2 | Michael Niedermayer | ```
int i, order;
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115 | 82ab5ad7 | Michael Niedermayer | |

116 | ```
av_init_lls(&m, 3);
``` |
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117 | |||

118 | for(i=0; i<100; i++){ |
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119 | double var[4]; |
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120 | 38c162c1 | Diego Biurrun | ```
double eval;
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121 | 408ec4e2 | Michael Niedermayer | var[0] = (rand() / (double)RAND_MAX - 0.5)*2; |

122 | var[1] = var[0] + rand() / (double)RAND_MAX - 0.5; |
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123 | var[2] = var[1] + rand() / (double)RAND_MAX - 0.5; |
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124 | var[3] = var[2] + rand() / (double)RAND_MAX - 0.5; |
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125 | 82ab5ad7 | Michael Niedermayer | av_update_lls(&m, var, 0.99); |

126 | 408ec4e2 | Michael Niedermayer | av_solve_lls(&m, 0.001, 0); |

127 | for(order=0; order<3; order++){ |
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128 | ```
eval= av_evaluate_lls(&m, var+1, order);
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129 | 578f90a8 | Diego Biurrun | ```
printf("real:%9f order:%d pred:%9f var:%f coeffs:%f %9f %9f\n",
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130 | 408ec4e2 | Michael Niedermayer | var[0], order, eval, sqrt(m.variance[order] / (i+1)), |

131 | m.coeff[order][0], m.coeff[order][1], m.coeff[order][2]); |
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132 | } |
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133 | 82ab5ad7 | Michael Niedermayer | } |

134 | return 0; |
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135 | } |
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136 | |||

137 | `#endif` |