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25ade36 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 | #include "edge-impulse-sdk/dsp/config.hpp"
#if EIDSP_LOAD_CMSIS_DSP_SOURCES
/* ----------------------------------------------------------------------
* Project: CMSIS DSP Library
* Title: arm_mat_ldl_f64.c
* Description: Floating-point LDL decomposition
*
* $Date: 23 April 2021
* $Revision: V1.9.0
*
* Target Processor: Cortex-M and Cortex-A cores
* -------------------------------------------------------------------- */
/*
* Copyright (C) 2010-2021 ARM Limited or its affiliates. All rights reserved.
*
* SPDX-License-Identifier: Apache-2.0
*
* Licensed under the Apache License, Version 2.0 (the License); you may
* not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an AS IS BASIS, WITHOUT
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
#include "edge-impulse-sdk/CMSIS/DSP/Include/dsp/matrix_functions.h"
#include "edge-impulse-sdk/CMSIS/DSP/Include/dsp/matrix_utils.h"
#include <math.h>
/**
@ingroup groupMatrix
*/
/**
@addtogroup MatrixChol
@{
*/
/**
* @brief Floating-point LDL^t decomposition of positive semi-definite matrix.
* @param[in] pSrc points to the instance of the input floating-point matrix structure.
* @param[out] pl points to the instance of the output floating-point triangular matrix structure.
* @param[out] pd points to the instance of the output floating-point diagonal matrix structure.
* @param[out] pp points to the instance of the output floating-point permutation vector.
* @return The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match.
* @return execution status
- \ref ARM_MATH_SUCCESS : Operation successful
- \ref ARM_MATH_SIZE_MISMATCH : Matrix size check failed
- \ref ARM_MATH_DECOMPOSITION_FAILURE : Input matrix cannot be decomposed
* @par
* Computes the LDL^t decomposition of a matrix A such that P A P^t = L D L^t.
*/
arm_status arm_mat_ldlt_f64(
const arm_matrix_instance_f64 * pSrc,
arm_matrix_instance_f64 * pl,
arm_matrix_instance_f64 * pd,
uint16_t * pp)
{
arm_status status; /* status of matrix inverse */
#ifdef ARM_MATH_MATRIX_CHECK
/* Check for matrix mismatch condition */
if ((pSrc->numRows != pSrc->numCols) ||
(pl->numRows != pl->numCols) ||
(pd->numRows != pd->numCols) ||
(pl->numRows != pd->numRows) )
{
/* Set status as ARM_MATH_SIZE_MISMATCH */
status = ARM_MATH_SIZE_MISMATCH;
}
else
#endif /* #ifdef ARM_MATH_MATRIX_CHECK */
{
const int n=pSrc->numRows;
int fullRank = 1, diag,k;
float64_t *pA;
memset(pd->pData,0,sizeof(float64_t)*n*n);
memcpy(pl->pData,pSrc->pData,n*n*sizeof(float64_t));
pA = pl->pData;
for(k=0;k < n; k++)
{
pp[k] = k;
}
for(k=0;k < n; k++)
{
/* Find pivot */
float64_t m=F64_MIN,a;
int w,r,j=k;
for(r=k;r<n;r++)
{
if (pA[r*n+r] > m)
{
m = pA[r*n+r];
j = r;
}
}
if(j != k)
{
SWAP_ROWS_F64(pl,0,k,j);
SWAP_COLS_F64(pl,0,k,j);
}
pp[k] = j;
a = pA[k*n+k];
if (fabs(a) < 1.0e-18)
{
fullRank = 0;
break;
}
for(w=k+1;w<n;w++)
{
int x;
for(x=k+1;x<n;x++)
{
pA[w*n+x] = pA[w*n+x] - pA[w*n+k] * pA[x*n+k] / a;
}
}
for(w=k+1;w<n;w++)
{
pA[w*n+k] = pA[w*n+k] / a;
}
}
diag=k;
if (!fullRank)
{
diag--;
{
int row;
for(row=0; row < n;row++)
{
int col;
for(col=k; col < n;col++)
{
pl->pData[row*n+col]=0.0;
}
}
}
}
{
int row;
for(row=0; row < n;row++)
{
int col;
for(col=row+1; col < n;col++)
{
pl->pData[row*n+col] = 0.0;
}
}
}
{
int d;
for(d=0; d < diag;d++)
{
pd->pData[d*n+d] = pl->pData[d*n+d];
pl->pData[d*n+d] = 1.0;
}
}
status = ARM_MATH_SUCCESS;
}
/* Return to application */
return (status);
}
/**
@} end of MatrixChol group
*/
#endif // EIDSP_LOAD_CMSIS_DSP_SOURCES
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