linear least squares solver using cholesky factorization

Originally committed as revision 5740 to svn://svn.ffmpeg.org/ffmpeg/trunk

1 files changed, 42 insertions, 0 deletions

diff --git a/libavutil/lls.h b/libavutil/lls.h
new file mode 100644
index 0000000000..a75095faf9
--- /dev/null
+++ b/libavutil/lls.h
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+/*
+ * linear least squares model
+ *
+ * Copyright (c) 2006 Michael Niedermayer <michaelni@gmx.at>
+ *
+ * This library 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.
+ *
+ * This library 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
+ */
+
+#ifndef LLS_H
+#define LLS_H
+
+#define MAX_VARS 32
+
+//FIXME avoid direct access to LLSModel from outside
+
+/**
+ * Linear least squares model.
+ */
+typedef struct LLSModel{
+    double covariance[MAX_VARS+1][MAX_VARS+1];
+    double coeff[MAX_VARS];
+    int indep_count;
+}LLSModel;
+
+void av_init_lls(LLSModel *m, int indep_count);
+void av_update_lls(LLSModel *m, double *param, double decay);
+double av_solve_lls(LLSModel *m, double threshold);
+double av_evaluate_lls(LLSModel *m, double *param);
+
+#endif