+++ /dev/null
-/*
- * principal component analysis (PCA)
- * Copyright (c) 2004 Michael Niedermayer <michaelni@gmx.at>
- *
- * This file is part of Libav.
- *
- * Libav 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.
- *
- * Libav 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 Libav; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
- */
-
-/**
- * @file
- * principal component analysis (PCA)
- */
-
-#include "common.h"
-#include "pca.h"
-
-typedef struct PCA{
- int count;
- int n;
- double *covariance;
- double *mean;
-}PCA;
-
-PCA *ff_pca_init(int n){
- PCA *pca;
- if(n<=0)
- return NULL;
-
- pca= av_mallocz(sizeof(PCA));
- pca->n= n;
- pca->count=0;
- pca->covariance= av_mallocz(sizeof(double)*n*n);
- pca->mean= av_mallocz(sizeof(double)*n);
-
- return pca;
-}
-
-void ff_pca_free(PCA *pca){
- av_freep(&pca->covariance);
- av_freep(&pca->mean);
- av_free(pca);
-}
-
-void ff_pca_add(PCA *pca, double *v){
- int i, j;
- const int n= pca->n;
-
- for(i=0; i<n; i++){
- pca->mean[i] += v[i];
- for(j=i; j<n; j++)
- pca->covariance[j + i*n] += v[i]*v[j];
- }
- pca->count++;
-}
-
-int ff_pca(PCA *pca, double *eigenvector, double *eigenvalue){
- int i, j, pass;
- int k=0;
- const int n= pca->n;
- double z[n];
-
- memset(eigenvector, 0, sizeof(double)*n*n);
-
- for(j=0; j<n; j++){
- pca->mean[j] /= pca->count;
- eigenvector[j + j*n] = 1.0;
- for(i=0; i<=j; i++){
- pca->covariance[j + i*n] /= pca->count;
- pca->covariance[j + i*n] -= pca->mean[i] * pca->mean[j];
- pca->covariance[i + j*n] = pca->covariance[j + i*n];
- }
- eigenvalue[j]= pca->covariance[j + j*n];
- z[j]= 0;
- }
-
- for(pass=0; pass < 50; pass++){
- double sum=0;
-
- for(i=0; i<n; i++)
- for(j=i+1; j<n; j++)
- sum += fabs(pca->covariance[j + i*n]);
-
- if(sum == 0){
- for(i=0; i<n; i++){
- double maxvalue= -1;
- for(j=i; j<n; j++){
- if(eigenvalue[j] > maxvalue){
- maxvalue= eigenvalue[j];
- k= j;
- }
- }
- eigenvalue[k]= eigenvalue[i];
- eigenvalue[i]= maxvalue;
- for(j=0; j<n; j++){
- double tmp= eigenvector[k + j*n];
- eigenvector[k + j*n]= eigenvector[i + j*n];
- eigenvector[i + j*n]= tmp;
- }
- }
- return pass;
- }
-
- for(i=0; i<n; i++){
- for(j=i+1; j<n; j++){
- double covar= pca->covariance[j + i*n];
- double t,c,s,tau,theta, h;
-
- if(pass < 3 && fabs(covar) < sum / (5*n*n)) //FIXME why pass < 3
- continue;
- if(fabs(covar) == 0.0) //FIXME should not be needed
- continue;
- if(pass >=3 && fabs((eigenvalue[j]+z[j])/covar) > (1LL<<32) && fabs((eigenvalue[i]+z[i])/covar) > (1LL<<32)){
- pca->covariance[j + i*n]=0.0;
- continue;
- }
-
- h= (eigenvalue[j]+z[j]) - (eigenvalue[i]+z[i]);
- theta=0.5*h/covar;
- t=1.0/(fabs(theta)+sqrt(1.0+theta*theta));
- if(theta < 0.0) t = -t;
-
- c=1.0/sqrt(1+t*t);
- s=t*c;
- tau=s/(1.0+c);
- z[i] -= t*covar;
- z[j] += t*covar;
-
-#define ROTATE(a,i,j,k,l) {\
- double g=a[j + i*n];\
- double h=a[l + k*n];\
- a[j + i*n]=g-s*(h+g*tau);\
- a[l + k*n]=h+s*(g-h*tau); }
- for(k=0; k<n; k++) {
- if(k!=i && k!=j){
- ROTATE(pca->covariance,FFMIN(k,i),FFMAX(k,i),FFMIN(k,j),FFMAX(k,j))
- }
- ROTATE(eigenvector,k,i,k,j)
- }
- pca->covariance[j + i*n]=0.0;
- }
- }
- for (i=0; i<n; i++) {
- eigenvalue[i] += z[i];
- z[i]=0.0;
- }
- }
-
- return -1;
-}
-
-#ifdef TEST
-
-#undef printf
-#include <stdio.h>
-#include <stdlib.h>
-#include "lfg.h"
-
-int main(void){
- PCA *pca;
- int i, j, k;
-#define LEN 8
- double eigenvector[LEN*LEN];
- double eigenvalue[LEN];
- AVLFG prng;
-
- av_lfg_init(&prng, 1);
-
- pca= ff_pca_init(LEN);
-
- for(i=0; i<9000000; i++){
- double v[2*LEN+100];
- double sum=0;
- int pos = av_lfg_get(&prng) % LEN;
- int v2 = av_lfg_get(&prng) % 101 - 50;
- v[0] = av_lfg_get(&prng) % 101 - 50;
- for(j=1; j<8; j++){
- if(j<=pos) v[j]= v[0];
- else v[j]= v2;
- sum += v[j];
- }
-/* for(j=0; j<LEN; j++){
- v[j] -= v[pos];
- }*/
-// sum += av_lfg_get(&prng) % 10;
-/* for(j=0; j<LEN; j++){
- v[j] -= sum/LEN;
- }*/
-// lbt1(v+100,v+100,LEN);
- ff_pca_add(pca, v);
- }
-
-
- ff_pca(pca, eigenvector, eigenvalue);
- for(i=0; i<LEN; i++){
- pca->count= 1;
- pca->mean[i]= 0;
-
-// (0.5^|x|)^2 = 0.5^2|x| = 0.25^|x|
-
-
-// pca.covariance[i + i*LEN]= pow(0.5, fabs
- for(j=i; j<LEN; j++){
- printf("%f ", pca->covariance[i + j*LEN]);
- }
- printf("\n");
- }
-
- for(i=0; i<LEN; i++){
- double v[LEN];
- double error=0;
- memset(v, 0, sizeof(v));
- for(j=0; j<LEN; j++){
- for(k=0; k<LEN; k++){
- v[j] += pca->covariance[FFMIN(k,j) + FFMAX(k,j)*LEN] * eigenvector[i + k*LEN];
- }
- v[j] /= eigenvalue[i];
- error += fabs(v[j] - eigenvector[i + j*LEN]);
- }
- printf("%f ", error);
- }
- printf("\n");
-
- for(i=0; i<LEN; i++){
- for(j=0; j<LEN; j++){
- printf("%9.6f ", eigenvector[i + j*LEN]);
- }
- printf(" %9.1f %f\n", eigenvalue[i], eigenvalue[i]/eigenvalue[0]);
- }
-
- return 0;
-}
-#endif
+++ /dev/null
-/*
- * principal component analysis (PCA)
- * Copyright (c) 2004 Michael Niedermayer <michaelni@gmx.at>
- *
- * This file is part of Libav.
- *
- * Libav 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.
- *
- * Libav 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 Libav; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
- */
-
-/**
- * @file
- * principal component analysis (PCA)
- */
-
-#ifndef AVUTIL_PCA_H
-#define AVUTIL_PCA_H
-
-struct PCA *ff_pca_init(int n);
-void ff_pca_free(struct PCA *pca);
-void ff_pca_add(struct PCA *pca, double *v);
-int ff_pca(struct PCA *pca, double *eigenvector, double *eigenvalue);
-
-#endif /* AVUTIL_PCA_H */