1 /*
2 * principal component analysis (PCA)
3 * Copyright (c) 2004 Michael Niedermayer <michaelni@gmx.at>
4 *
5 * This file is part of FFmpeg.
6 *
7 * FFmpeg is free software; you can redistribute it and/or
8 * modify it under the terms of the GNU Lesser General Public
9 * License as published by the Free Software Foundation; either
10 * version 2.1 of the License, or (at your option) any later version.
11 *
12 * FFmpeg is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
15 * Lesser General Public License for more details.
16 *
17 * You should have received a copy of the GNU Lesser General Public
18 * License along with FFmpeg; if not, write to the Free Software
19 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
20 */
21
22 /**
23 * @file
24 * principal component analysis (PCA)
25 */
26
29
37
40 if(n<=0)
41 return NULL;
42
49
50 return pca;
51 }
52
58 }
59
61 int i, j;
63
68 }
70 }
71
72 int ff_pca(
PCA *pca,
double *eigenvector,
double *eigenvalue){
74 int k=0;
77
78 memset(eigenvector, 0, sizeof(double)*n*n);
79
82 eigenvector[j + j*
n] = 1.0;
83 for(i=0; i<=j; i++){
87 }
89 z[j]= 0;
90 }
91
92 for(pass=0; pass < 50; pass++){
93 double sum=0;
94
98
99 if(sum == 0){
101 double maxvalue= -1;
103 if(eigenvalue[j] > maxvalue){
104 maxvalue= eigenvalue[j];
105 k= j;
106 }
107 }
108 eigenvalue[k]= eigenvalue[i];
109 eigenvalue[i]= maxvalue;
111 double tmp= eigenvector[k + j*
n];
112 eigenvector[k + j*
n]= eigenvector[i + j*
n];
113 eigenvector[i + j*
n]= tmp;
114 }
115 }
117 }
118
120 for(j=i+1; j<
n; j++){
122 double t,
c,
s,tau,theta, h;
123
124 if(pass < 3 && fabs(covar) < sum / (5*n*n)) //FIXME why pass < 3
125 continue;
126 if(fabs(covar) == 0.0) //FIXME should not be needed
127 continue;
128 if(pass >=3 && fabs((eigenvalue[j]+z[j])/covar) > (1LL<<32) && fabs((eigenvalue[i]+z[i])/covar) > (1LL<<32)){
130 continue;
131 }
132
133 h= (eigenvalue[j]+z[j]) - (eigenvalue[i]+z[i]);
134 theta=0.5*h/covar;
135 t=1.0/(fabs(theta)+sqrt(1.0+theta*theta));
136 if(theta < 0.0) t = -
t;
137
138 c=1.0/sqrt(1+t*t);
141 z[i] -= t*covar;
142 z[j] += t*covar;
143
144 #define ROTATE(a,i,j,k,l) {\
145 double g=a[j + i*n];\
146 double h=a[l + k*n];\
147 a[j + i*n]=g-s*(h+g*tau);\
148 a[l + k*n]=h+s*(g-h*tau); }
150 if(k!=i && k!=j){
152 }
153 ROTATE(eigenvector,k,i,k,j)
154 }
156 }
157 }
158 for (i=0; i<
n; i++) {
159 eigenvalue[i] += z[i];
160 z[i]=0.0;
161 }
162 }
163
164 return -1;
165 }
166
167 #ifdef TEST
168
169 #undef printf
170 #include <stdio.h>
171 #include <stdlib.h>
173
176 int i, j, k;
177 #define LEN 8
178 double eigenvector[
LEN*
LEN];
179 double eigenvalue[
LEN];
181
183
185
186 for(i=0; i<9000000; i++){
188 double sum=0;
192 for(j=1; j<8; j++){
193 if(j<=pos) v[j]= v[0];
194 else v[j]= v2;
195 sum += v[j];
196 }
197 /* for(j=0; j<LEN; j++){
198 v[j] -= v[pos];
199 }*/
200 // sum += av_lfg_get(&prng) % 10;
201 /* for(j=0; j<LEN; j++){
202 v[j] -= sum/LEN;
203 }*/
204 // lbt1(v+100,v+100,LEN);
206 }
207
208
209 ff_pca(pca, eigenvector, eigenvalue);
210 for(i=0; i<
LEN; i++){
213
214 // (0.5^|x|)^2 = 0.5^2|x| = 0.25^|x|
215
216
217 // pca.covariance[i + i*LEN]= pow(0.5, fabs
218 for(j=i; j<LEN; j++){
220 }
221 printf("\n");
222 }
223
224 for(i=0; i<LEN; i++){
225 double v[LEN];
226 double error=0;
227 memset(v, 0, sizeof(v));
228 for(j=0; j<LEN; j++){
229 for(k=0; k<LEN; k++){
231 }
232 v[j] /= eigenvalue[i];
233 error += fabs(v[j] - eigenvector[i + j*LEN]);
234 }
235 printf("%f ", error);
236 }
237 printf("\n");
238
239 for(i=0; i<LEN; i++){
240 for(j=0; j<LEN; j++){
241 printf("%9.6f ", eigenvector[i + j*LEN]);
242 }
243 printf(" %9.1f %f\n", eigenvalue[i], eigenvalue[i]/eigenvalue[0]);
244 }
245
246 return 0;
247 }
248 #endif