int cholesky(double *_rr,int *_pivot,double _tol,int _n){
double akk;
int pi;
int j;
int k;
if(_pivot==NULL)return cholesky_unpivoted(_rr,_tol,_n);
/*Find the first pivot element.*/
akk=0;
pi=-1;
for(j=0;j<_n;j++)if(_rr[UT_IDX(j,j,_n)]>akk){
pi=j;
akk=_rr[UT_IDX(j,j,_n)];
}
_tol*=40*_n*(_n+1)*akk;
/*Initialize the pivot list.*/
for(k=0;k<_n;k++)_pivot[k]=k;
for(k=0;pi>=0;k++){
if(pi!=k)ch_pivot(_rr,NULL,_pivot,k,pi,_n);
ch_update(_rr,sqrt(akk),k,_n);
/*Find the next pivot element.*/
akk=_tol;
pi=-1;
for(j=k+1;j<_n;j++)if(_rr[UT_IDX(j,j,_n)]>akk){
akk=_rr[UT_IDX(j,j,_n)];
pi=j;
}
}
return k;
}
static int cholesky_unpivoted(double *_rr,double _tol,int _n){
double akk;
int k;
/*We derive the tolerance from \cite{High90}.
Higham reported that akk*50*DBL_EPSILON was always sufficient in his
numerical experiments on matrices up to 50x50.
We use the empirical bound of 10 on ||W||_2 observed when pivoting, even
though we do no pivoting here, so this is optimistic.
@INPROCEEDINGS{High90,
author="Nicholas J. Higham",
title="Chapter 9: Analysis of the {Cholesky} Decomposition of a
Semi-Definite Matrix",
editor="Maurice G. Cox and Sven J. Hammarling",
booktitle="Reliable Numerical Computation",
publisher="Oxford University Press",
pages="161--185",
year=1990
}*/
akk=0;
for(k=0;k<_n;k++)if(_rr[UT_IDX(k,k,_n)]>akk)akk=_rr[UT_IDX(k,k,_n)];
_tol*=40*_n*(_n+1)*akk;
for(k=0;k<_n&&_rr[UT_IDX(k,k,_n)]>_tol;k++){
ch_update(_rr,sqrt(_rr[UT_IDX(k,k,_n)]),k,_n);
}
return k;
}
/*Back substitution.*/
static void ch_back_sub(const double *_rr,double *_x,int _k,int _n){
int i;
for(i=_k;i-->0;){
int j;
for(j=i+1;j<_k;j++)_x[i]-=_rr[UT_IDX(i,j,_n)]*_x[j];
_x[i]/=_rr[UT_IDX(i,i,_n)];
}
}
/*Forward substitution.*/
static void ch_fwd_sub(const double *_rr,double *_x,int _k,int _n){
int i;
for(i=0;i<_k;i++){
int j;
_x[i]/=_rr[UT_IDX(i,i,_n)];
for(j=i+1;j<_k;j++)_x[j]-=_rr[UT_IDX(i,j,_n)]*_x[i];
}
}
/*Expand the factorization to encompass the next row of the input matrix.*/
static void ch_update(double *_rr,double _alpha,int _k,int _n){
int i;
int j;
_rr[UT_IDX(_k,_k,_n)]=_alpha;
for(i=_k+1;i<_n;i++)_rr[UT_IDX(_k,i,_n)]/=_alpha;
for(i=_k+1;i<_n;i++){
double t;
t=_rr[UT_IDX(_k,i,_n)];
for(j=i;j<_n;j++)_rr[UT_IDX(i,j,_n)]-=t*_rr[UT_IDX(_k,j,_n)];
}
}
/*Pivot: swap row and column _i of C^(_k) with row and column _k.
Note _rr[UT_IDX(_k,_k,_n)] is not set: it is assumed this will be set by the
caller, and the appropriate value must have already been saved.*/
static void ch_pivot(double *_rr,double *_wwt,int *_pivot,
int _k,int _i,int _n){
double t;
int j;
for(j=0;j<_k;j++)CP_SWAP(_rr[UT_IDX(j,_k,_n)],_rr[UT_IDX(j,_i,_n)],t);
for(j=_k+1;j<_i;j++)CP_SWAP(_rr[UT_IDX(_k,j,_n)],_rr[UT_IDX(j,_i,_n)],t);
for(j=_i+1;j<_n;j++)CP_SWAP(_rr[UT_IDX(_k,j,_n)],_rr[UT_IDX(_i,j,_n)],t);
_rr[UT_IDX(_i,_i,_n)]=_rr[UT_IDX(_k,_k,_n)];
if(_wwt!=NULL){
for(j=0;j<_k;j++)CP_SWAP(_wwt[SLT_IDX(_i,j)],_wwt[SLT_IDX(_k,j)],t);
}
CP_SWAP(_pivot[_k],_pivot[_i],j);
}
void chsolve(const double *_rr,const int *_pivot,const double *_tau,double *_x,
const double *_b,double *_work,int _r,int _n){
double *y;
double s;
int i;
int j;
int k;
if(_pivot!=NULL){
y=_work!=NULL?_work:(double *)malloc(chsolve_worksz(_pivot,_n)*sizeof(*y));
for(i=0;i<_n;i++)y[i]=_b[_pivot[i]];
}
else{
memmove(_x,_b,_n*sizeof(*_x));
y=_x;
}
if(_r<_n){
for(k=_r;k-->0;){
s=y[k];
for(j=_r;j<_n;j++)s+=y[j]*_rr[UT_IDX(k,j,_n)];
s*=_tau[k];
y[k]=s-y[k];
for(j=_r;j<_n;j++)y[j]-=s*_rr[UT_IDX(k,j,_n)];
}
}
ch_fwd_sub(_rr,y,_r,_n);
ch_back_sub(_rr,y,_r,_n);
if(_r<_n){
memset(y+_r,0,(_n-_r)*sizeof(*y));
for(k=0;k<_r;k++){
s=-y[k];
for(j=_r;j<_n;j++)s+=y[j]*_rr[UT_IDX(k,j,_n)];
s*=_tau[k];
y[k]=-(s+y[k]);
for(j=_r;j<_n;j++)y[j]-=s*_rr[UT_IDX(k,j,_n)];
}
}
if(_pivot!=NULL){
for(i=0;i<_n;i++)_x[_pivot[i]]=y[i];
if(_work==NULL)free(y);
}
}
int qrdecomp_hh(double *aat, int aat_stride, double *d,
double *qqt, int qqt_stride, double *rr, int n, int m) {
int rank;
int i;
int j;
int k;
int l;
rank = 0;
l = m < n ? m : n;
for (k = 0; k < l; k++) {
double *aatk;
double d2;
aatk = aat + k*aat_stride;
d2 = v2norm(aatk + k, m - k);
if (d2 != 0) {
double e;
double s;
if (aatk[k] < 0) d2 = -d2;
for (i = k; i < m; i++) aatk[i] /= d2;
e = ++aatk[k];
for (j = k + 1; j < n; j++) {
double *aatj;
aatj = aat + j*aat_stride;
s = -vdot(aatk + k, aatj + k, m - k)/e;
for (i = k; i < m; i++) aatj[i] += s*aatk[i];
if (rr != NULL) rr[UT_IDX(k, j, n)] = aatj[k];
}
rank++;
}
d[k] = -d2;
if (rr != NULL) rr[UT_IDX(k, k, n)] = d[k];
}
/*Uncomment (along with code below for Q) to compute the _unique_
factorization with the diagonal of R strictly non-negative.
Unfortunately, this will not match the encoded Q and R in qrt, preventing
the user from mixing and matching the explicit and implicit
decompositions.*/
/*if(rr != NULL) {
for (k = 0; k < l; k++) {
if (d[i] < 0) {
for(j = k; j < n; j++) rr[UT_IDX(k, j, n)] = -rr[UT_IDX(k, j, n)];
}
}
}*/
if(qqt != NULL) {
for (k = l; k-- > 0;) {
double *aatk;
double *qqtj;
double e;
aatk = aat + k*aat_stride;
qqtj = qqt + k*qqt_stride;
memset(qqtj, 0, k*sizeof(*qqtj));
for (i = k; i < m; i++) qqtj[i] = -aatk[i];
qqtj[k]++;
e = aatk[k];
if(e != 0)for(j = k + 1; j < l; j++) {
double s;
qqtj = qqt + j*qqt_stride;
s = -vdot(aatk + k, qqtj + k, m - k)/e;
for (i = k; i < m; i++) qqtj[i] += s*aatk[i];
}
}
/*Uncomment (along with code above for R) to compute the _unique_
factorization with the diagonal of R strictly non-negative.
Unfortunately, this will not match the encoded Q and R in qrt, preventing
the user from mixing and matching the explicit and implicit
decompositions.*/
/*for (k = 0; k < l; k++) if(d[k] < 0) {
double *qqtk;
qqtk = qqt + k*qqt_stride;
for (i = 0; i < m; i++) qqtk[i] = -qqtk[i];
}*/
}
return rank;
}
static void update_intra_xforms(intra_xform_ctx *_ctx){
int mode;
int pli;
/*Update the model for each coefficient in each mode.*/
printf("/* This file is generated automatically by init_intra_xform */\n");
printf("#include \"intra.h\"\n");
printf("\n");
printf("const double OD_INTRA_PRED_WEIGHTS_%ix%i"
"[OD_INTRA_NMODES][%i][%i][2*%i][2*%i]={\n",
B_SZ,B_SZ,B_SZ,B_SZ,B_SZ,B_SZ);
for(mode=0;mode<OD_INTRA_NMODES;mode++){
int xi[2*B_SZ*2*B_SZ];
int nxi;
int i;
int j;
/*double *r_x;*/
r_xx_row *r_xx;
double *scale;
/*r_x=_ctx->r_x[mode];*/
r_xx=_ctx->r_xx[mode];
scale=_ctx->scale[mode];
printf(" {\n");
for(i=0;i<2*B_SZ*2*B_SZ;i++){
scale[i]=sqrt(r_xx[i][i]);
if(scale[i]<=0)scale[i]=1;
}
for(i=0;i<2*B_SZ*2*B_SZ;i++){
for(j=0;j<2*B_SZ*2*B_SZ;j++){
r_xx[i][j]/=scale[i]*scale[j];
}
}
nxi=0;
for(j=0;j<B_SZ;j++){
for(i=0;i<B_SZ;i++){
xi[nxi]=2*B_SZ*j+i;
xi[nxi+B_SZ*B_SZ]=2*B_SZ*j+B_SZ+i;
xi[nxi+2*B_SZ*B_SZ]=2*B_SZ*(B_SZ+j)+i;
nxi++;
}
}
#if 0
if(mode==0){
for(i=0;i<2*B_SZ;i++){
for(j=0;j<2*B_SZ;j++){
int k;
int l;
for(k=0;k<2*B_SZ;k++){
for(l=0;l<2*B_SZ;l++){
printf("%0.18G%s",r_xx[2*B_SZ*i+j][2*B_SZ*k+l],2*B_SZ*k+l>=2*B_SZ*2*B_SZ-1?"\n":" ");
}
}
}
}
}
#endif
for(i=0;i<B_SZ;i++){
printf(" {\n");
for(j=0;j<B_SZ;j++){
double xty[2*B_SZ*2*B_SZ];
double *beta;
int xii;
int xij;
int yi;
nxi=3*B_SZ*B_SZ;
#if 0
/*Include coefficients for the current block*/
{
int k;
int l;
for(k=0;k<=i;k++){
for(l=0;l<=j;l++){
xi[nxi++]=2*B_SZ*(B_SZ+k)+B_SZ+l;
}
}
nxi--;
}
#endif
yi=2*B_SZ*(B_SZ+i)+B_SZ+j;
for(xii=0;xii<nxi;xii++)xty[xii]=r_xx[xi[xii]][yi];
beta=_ctx->beta[mode][B_SZ*i+j];
memset(beta,0,2*B_SZ*2*B_SZ*sizeof(*beta));
#if defined(OD_USE_SVD)
{
double xtx[2*2*B_SZ*2*B_SZ][2*B_SZ*2*B_SZ];
double *xtxp[2*2*B_SZ*2*B_SZ];
double s[2*B_SZ*2*B_SZ];
for(xii=0;xii<nxi;xii++){
for(xij=0;xij<nxi;xij++){
xtx[xii][xij]=r_xx[xi[xii]][xi[xij]];
}
}
for(xii=0;xii<2*nxi;xii++)xtxp[xii]=xtx[xii];
svd_pseudoinverse(xtxp,s,nxi,nxi);
/*beta[yi]=r_x[yi];*/
for(xii=0;xii<nxi;xii++){
double beta_i;
beta_i=0;
for(xij=0;xij<nxi;xij++)beta_i+=xtx[xij][xii]*xty[xij];
beta[xi[xii]]=beta_i*scale[yi]/scale[xi[xii]];
/*beta[yi]-=beta_i*r_x[xi[xii]];*/
}
}
#else
{
double xtx[UT_SZ(2*B_SZ*2*B_SZ,2*B_SZ*2*B_SZ)];
double tau[2*B_SZ*2*B_SZ];
double work[2*B_SZ*2*B_SZ];
int pivot[2*B_SZ*2*B_SZ];
int rank;
for(xii=0;xii<nxi;xii++){
for(xij=xii;xij<nxi;xij++){
xtx[UT_IDX(xii,xij,nxi)]=r_xx[xi[xii]][xi[xij]];
}
}
rank=cholesky(xtx,pivot,DBL_EPSILON,nxi);
chdecomp(xtx,tau,rank,nxi);
chsolve(xtx,pivot,tau,xty,xty,work,rank,nxi);
for(xii=0;xii<nxi;xii++){
beta[xi[xii]]=xty[xii]*scale[yi]/scale[xi[xii]];
/*beta[yi]-=beta_i*r_x[xi[xii]];*/
}
}
#endif
print_beta(mode,i,j,beta);
}
printf(" }%s\n",i<B_SZ-1?",":"");
}
printf(" }%s\n",mode<OD_INTRA_NMODES-1?",":"");
}
printf("};\n\n");
printf("const unsigned char OD_INTRA_PRED_PROB_%dx%d[3][OD_INTRA_NMODES][OD_INTRA_NCONTEXTS]={\n",B_SZ,B_SZ);
for(pli=0;pli<3;pli++)
{
int i;
printf("{");
for(i=0;i<OD_INTRA_NMODES;i++)
{
int j;
printf("{");
for(j=0;j<NB_CONTEXTS;j++)
printf("%d, ", (int)floor(.5+256.*_ctx->freq[pli][i][j][1]/(float)_ctx->freq[pli][i][j][0]));
printf("},\n");
}
printf("},\n");
}
printf("};\n\n");
}
void chdecomp(double *_rr,double *_tau,int _r,int _n){
int k;
int i;
int j;
/*See Section 4 of \cite{HL69} for a derivation for a general matrix.
We ignore the orthogonal matrix Q on the left, since we're already upper
trapezoidal (and it would cancel with its transpose in the product R^T.R).
@ARTICLE{HL69,
author="Richard J. Hanson and Charles L. Lawson",
title="Extensions and Applications of the Householder Algorithm for
Solving Linear Least Squares",
journal="Mathematics of Computation",
volume=23,
number=108,
pages="787--812",
month=Oct,
year=1969
}*/
for(k=_r;k-->0;){
double alpha;
double beta;
double s;
double d2;
/*Apply the Householder reflections from the previous rows.*/
for(i=_r;--i>k;){
s=_rr[UT_IDX(k,i,_n)];
for(j=_r;j<_n;j++)s+=_rr[UT_IDX(k,j,_n)]*_rr[UT_IDX(i,j,_n)];
s*=_tau[i];
/*Note the negative here: we add an extra scale by -1 to the i'th column
so that the diagonal entry remains positive.*/
_rr[UT_IDX(k,i,_n)]=s-_rr[UT_IDX(k,i,_n)];
for(j=_r;j<_n;j++)_rr[UT_IDX(k,j,_n)]-=s*_rr[UT_IDX(i,j,_n)];
}
/*Compute the reflection which zeros the right part of this row.*/
alpha=_rr[UT_IDX(k,k,_n)];
beta=alpha;
for(j=_r;j<_n;j++){
if(fabs(_rr[UT_IDX(k,j,_n)])>beta)beta=fabs(_rr[UT_IDX(k,j,_n)]);
}
s=1/beta;
d2=(alpha*s)*(alpha*s);
for(j=_r;j<_n;j++)d2+=(_rr[UT_IDX(k,j,_n)]*s)*(_rr[UT_IDX(k,j,_n)]*s);
beta*=sqrt(d2);
_tau[k]=alpha/beta+1;
s=1/(alpha+beta);
_rr[UT_IDX(k,k,_n)]=beta;
for(j=_r;j<_n;j++)_rr[UT_IDX(k,j,_n)]*=s;
}
}