/* * Copyright (c) 2017, Alliance for Open Media. All rights reserved * * This source code is subject to the terms of the BSD 2 Clause License and * the Alliance for Open Media Patent License 1.0. If the BSD 2 Clause License * was not distributed with this source code in the LICENSE file, you can * obtain it at www.aomedia.org/license/software. If the Alliance for Open * Media Patent License 1.0 was not distributed with this source code in the * PATENTS file, you can obtain it at www.aomedia.org/license/patent. */ #ifndef AOM_AOM_DSP_MATHUTILS_H_ #define AOM_AOM_DSP_MATHUTILS_H_ #include #include #include #include "aom_dsp/aom_dsp_common.h" #include "aom_mem/aom_mem.h" static const double TINY_NEAR_ZERO = 1.0E-16; // Solves Ax = b, where x and b are column vectors of size nx1 and A is nxn static INLINE int linsolve(int n, double *A, int stride, double *b, double *x) { int i, j, k; double c; // Forward elimination for (k = 0; k < n - 1; k++) { // Bring the largest magnitude to the diagonal position for (i = n - 1; i > k; i--) { if (fabs(A[(i - 1) * stride + k]) < fabs(A[i * stride + k])) { for (j = 0; j < n; j++) { c = A[i * stride + j]; A[i * stride + j] = A[(i - 1) * stride + j]; A[(i - 1) * stride + j] = c; } c = b[i]; b[i] = b[i - 1]; b[i - 1] = c; } } for (i = k; i < n - 1; i++) { if (fabs(A[k * stride + k]) < TINY_NEAR_ZERO) return 0; c = A[(i + 1) * stride + k] / A[k * stride + k]; for (j = 0; j < n; j++) A[(i + 1) * stride + j] -= c * A[k * stride + j]; b[i + 1] -= c * b[k]; } } // Backward substitution for (i = n - 1; i >= 0; i--) { if (fabs(A[i * stride + i]) < TINY_NEAR_ZERO) return 0; c = 0; for (j = i + 1; j <= n - 1; j++) c += A[i * stride + j] * x[j]; x[i] = (b[i] - c) / A[i * stride + i]; } return 1; } //////////////////////////////////////////////////////////////////////////////// // Least-squares // Solves for n-dim x in a least squares sense to minimize |Ax - b|^2 // The solution is simply x = (A'A)^-1 A'b or simply the solution for // the system: A'A x = A'b static INLINE int least_squares(int n, double *A, int rows, int stride, double *b, double *scratch, double *x) { int i, j, k; double *scratch_ = NULL; double *AtA, *Atb; if (!scratch) { scratch_ = (double *)aom_malloc(sizeof(*scratch) * n * (n + 1)); if (!scratch_) return 0; scratch = scratch_; } AtA = scratch; Atb = scratch + n * n; for (i = 0; i < n; ++i) { for (j = i; j < n; ++j) { AtA[i * n + j] = 0.0; for (k = 0; k < rows; ++k) AtA[i * n + j] += A[k * stride + i] * A[k * stride + j]; AtA[j * n + i] = AtA[i * n + j]; } Atb[i] = 0; for (k = 0; k < rows; ++k) Atb[i] += A[k * stride + i] * b[k]; } int ret = linsolve(n, AtA, n, Atb, x); aom_free(scratch_); return ret; } // Matrix multiply static INLINE void multiply_mat(const double *m1, const double *m2, double *res, const int m1_rows, const int inner_dim, const int m2_cols) { double sum; int row, col, inner; for (row = 0; row < m1_rows; ++row) { for (col = 0; col < m2_cols; ++col) { sum = 0; for (inner = 0; inner < inner_dim; ++inner) sum += m1[row * inner_dim + inner] * m2[inner * m2_cols + col]; *(res++) = sum; } } } #endif // AOM_AOM_DSP_MATHUTILS_H_