void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order) { int i, j, k; double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0]; double (*covar) [MAX_VARS_ALIGN] = (void *) &m->covariance[1][1]; double *covar_y = m->covariance[0]; int count = m->indep_count; for (i = 0; i < count; i++) { for (j = i; j < count; j++) { double sum = covar[i][j]; for (k = i - 1; k >= 0; k--) sum -= factor[i][k] * factor[j][k]; if (i == j) { if (sum < threshold) sum = 1.0; factor[i][i] = sqrt(sum); } else { factor[j][i] = sum / factor[i][i]; } } } for (i = 0; i < count; i++) { double sum = covar_y[i + 1]; for (k = i - 1; k >= 0; k--) sum -= factor[i][k] * m->coeff[0][k]; m->coeff[0][i] = sum / factor[i][i]; } for (j = count - 1; j >= min_order; j--) { for (i = j; i >= 0; i--) { double sum = m->coeff[0][i]; for (k = i + 1; k <= j; k++) sum -= factor[k][i] * m->coeff[j][k]; m->coeff[j][i] = sum / factor[i][i]; } m->variance[j] = covar_y[0]; for (i = 0; i <= j; i++) { double sum = m->coeff[j][i] * covar[i][i] - 2 * covar_y[i + 1]; for (k = 0; k < i; k++) sum += 2 * m->coeff[j][k] * covar[k][i]; m->variance[j] += m->coeff[j][i] * sum; } } }
void avpriv_solve_lls(LLSModel *m, double threshold, unsigned short min_order) { int i, j, k; double (*factor)[MAX_VARS_ALIGN] = (void *) &m->covariance[1][0]; double (*covar) [MAX_VARS_ALIGN] = (void *) &m->covariance[1][1]; double *covar_y = m->covariance[0]; int count = m->indep_count; for (i = 0; i < count; i++) { for (j = i; j < count; j++) { double sum = covar[i][j]; for (k = i - 1; k >= 0; k--) sum -= factor[i][k] * factor[j][k]; if (i == j) { if (sum < threshold) sum = 1.0; factor[i][i] = sqrt(sum); } else { factor[j][i] = sum / factor[i][i]; } } } for (i = 0; i < count; i++) { double sum = covar_y[i + 1]; for (k = i - 1; k >= 0; k--) sum -= factor[i][k] * m->coeff[0][k]; m->coeff[0][i] = sum / factor[i][i]; } for (j = count - 1; j >= min_order; j--) { for (i = j; i >= 0; i--) { double sum = m->coeff[0][i]; for (k = i + 1; k <= j; k++) sum -= factor[k][i] * m->coeff[j][k]; m->coeff[j][i] = sum / factor[i][i]; } m->variance[j] = covar_y[0]; for (i = 0; i <= j; i++) { double sum = m->coeff[j][i] * covar[i][i] - 2 * covar_y[i + 1]; for (k = 0; k < i; k++) sum += 2 * m->coeff[j][k] * covar[k][i]; m->variance[j] += m->coeff[j][i] * sum; } } }