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+/*
+ * linear least squares model
+ *
+ * Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
+ *
+ * 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
+ * linear least squares model
+ */
+
+#include <math.h>
+#include <string.h>
+
+#include "config.h"
+#include "attributes.h"
+#include "lls.h"
+
+static void update_lls(LLSModel *m, const double *var)
+{
+ int i, j;
+
+ for (i = 0; i <= m->indep_count; i++) {
+ for (j = i; j <= m->indep_count; j++) {
+ m->covariance[i][j] += var[i] * var[j];
+ }
+ }
+}
+
+void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order)
+{
+ int i, j, k;
+ double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0];
+ double (*covar) [MAX_VARS_ALIGN] = (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 = 0; k <= i-1; 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 = 0; k <= i-1; 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;
+ }
+ }
+}
+
+static double evaluate_lls(LLSModel *m, const double *param, int order)
+{
+ int i;
+ double out = 0;
+
+ for (i = 0; i <= order; i++)
+ out += param[i] * m->coeff[order][i];
+
+ return out;
+}
+
+av_cold void avpriv_init_lls(LLSModel *m, int indep_count)
+{
+ memset(m, 0, sizeof(LLSModel));
+ m->indep_count = indep_count;
+ m->update_lls = update_lls;
+ m->evaluate_lls = evaluate_lls;
+#if ARCH_X86
+ ff_init_lls_x86(m);
+#endif
+}