/****************************************************************************** * @file matrix_functions.h * @brief Public header file for CMSIS DSP Library * @version V1.10.0 * @date 08 July 2021 * Target Processor: Cortex-M and Cortex-A cores ******************************************************************************/ /* * Copyright (c) 2010-2020 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. */ #ifndef _MATRIX_FUNCTIONS_H_ #define _MATRIX_FUNCTIONS_H_ #include "arm_math_types.h" #include "arm_math_memory.h" #include "dsp/none.h" #include "dsp/utils.h" #ifdef __cplusplus extern "C" { #endif /** * @defgroup groupMatrix Matrix Functions * * This set of functions provides basic matrix math operations. * The functions operate on matrix data structures. For example, * the type * definition for the floating-point matrix structure is shown * below: *
 *     typedef struct
 *     {
 *       uint16_t numRows;     // number of rows of the matrix.
 *       uint16_t numCols;     // number of columns of the matrix.
 *       float32_t *pData;     // points to the data of the matrix.
 *     } arm_matrix_instance_f32;
 * 
* There are similar definitions for Q15 and Q31 data types. * * The structure specifies the size of the matrix and then points to * an array of data. The array is of size numRows X numCols * and the values are arranged in row order. That is, the * matrix element (i, j) is stored at: *
 *     pData[i*numCols + j]
 * 
* * \par Init Functions * There is an associated initialization function for each type of matrix * data structure. * The initialization function sets the values of the internal structure fields. * Refer to \ref arm_mat_init_f32(), \ref arm_mat_init_q31() and \ref arm_mat_init_q15() * for floating-point, Q31 and Q15 types, respectively. * * \par * Use of the initialization function is optional. However, if initialization function is used * then the instance structure cannot be placed into a const data section. * To place the instance structure in a const data * section, manually initialize the data structure. For example: *
 * arm_matrix_instance_f32 S = {nRows, nColumns, pData};
 * arm_matrix_instance_q31 S = {nRows, nColumns, pData};
 * arm_matrix_instance_q15 S = {nRows, nColumns, pData};
 * 
* where nRows specifies the number of rows, nColumns * specifies the number of columns, and pData points to the * data array. * * \par Size Checking * By default all of the matrix functions perform size checking on the input and * output matrices. For example, the matrix addition function verifies that the * two input matrices and the output matrix all have the same number of rows and * columns. If the size check fails the functions return: *
 *     ARM_MATH_SIZE_MISMATCH
 * 
* Otherwise the functions return *
 *     ARM_MATH_SUCCESS
 * 
* There is some overhead associated with this matrix size checking. * The matrix size checking is enabled via the \#define *
 *     ARM_MATH_MATRIX_CHECK
 * 
* within the library project settings. By default this macro is defined * and size checking is enabled. By changing the project settings and * undefining this macro size checking is eliminated and the functions * run a bit faster. With size checking disabled the functions always * return ARM_MATH_SUCCESS. */ /** * @brief Instance structure for the floating-point matrix structure. */ typedef struct { uint16_t numRows; /**< number of rows of the matrix. */ uint16_t numCols; /**< number of columns of the matrix. */ float32_t *pData; /**< points to the data of the matrix. */ } arm_matrix_instance_f32; /** * @brief Instance structure for the floating-point matrix structure. */ typedef struct { uint16_t numRows; /**< number of rows of the matrix. */ uint16_t numCols; /**< number of columns of the matrix. */ float64_t *pData; /**< points to the data of the matrix. */ } arm_matrix_instance_f64; /** * @brief Instance structure for the Q7 matrix structure. */ typedef struct { uint16_t numRows; /**< number of rows of the matrix. */ uint16_t numCols; /**< number of columns of the matrix. */ q7_t *pData; /**< points to the data of the matrix. */ } arm_matrix_instance_q7; /** * @brief Instance structure for the Q15 matrix structure. */ typedef struct { uint16_t numRows; /**< number of rows of the matrix. */ uint16_t numCols; /**< number of columns of the matrix. */ q15_t *pData; /**< points to the data of the matrix. */ } arm_matrix_instance_q15; /** * @brief Instance structure for the Q31 matrix structure. */ typedef struct { uint16_t numRows; /**< number of rows of the matrix. */ uint16_t numCols; /**< number of columns of the matrix. */ q31_t *pData; /**< points to the data of the matrix. */ } arm_matrix_instance_q31; /** * @brief Floating-point matrix addition. * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_add_f32( const arm_matrix_instance_f32 * pSrcA, const arm_matrix_instance_f32 * pSrcB, arm_matrix_instance_f32 * pDst); /** * @brief Q15 matrix addition. * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_add_q15( const arm_matrix_instance_q15 * pSrcA, const arm_matrix_instance_q15 * pSrcB, arm_matrix_instance_q15 * pDst); /** * @brief Q31 matrix addition. * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_add_q31( const arm_matrix_instance_q31 * pSrcA, const arm_matrix_instance_q31 * pSrcB, arm_matrix_instance_q31 * pDst); /** * @brief Floating-point, complex, matrix multiplication. * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_cmplx_mult_f32( const arm_matrix_instance_f32 * pSrcA, const arm_matrix_instance_f32 * pSrcB, arm_matrix_instance_f32 * pDst); /** * @brief Q15, complex, matrix multiplication. * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_cmplx_mult_q15( const arm_matrix_instance_q15 * pSrcA, const arm_matrix_instance_q15 * pSrcB, arm_matrix_instance_q15 * pDst, q15_t * pScratch); /** * @brief Q31, complex, matrix multiplication. * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_cmplx_mult_q31( const arm_matrix_instance_q31 * pSrcA, const arm_matrix_instance_q31 * pSrcB, arm_matrix_instance_q31 * pDst); /** * @brief Floating-point matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_trans_f32( const arm_matrix_instance_f32 * pSrc, arm_matrix_instance_f32 * pDst); /** * @brief Floating-point matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_trans_f64( const arm_matrix_instance_f64 * pSrc, arm_matrix_instance_f64 * pDst); /** * @brief Floating-point complex matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_cmplx_trans_f32( const arm_matrix_instance_f32 * pSrc, arm_matrix_instance_f32 * pDst); /** * @brief Q15 matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_trans_q15( const arm_matrix_instance_q15 * pSrc, arm_matrix_instance_q15 * pDst); /** * @brief Q15 complex matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_cmplx_trans_q15( const arm_matrix_instance_q15 * pSrc, arm_matrix_instance_q15 * pDst); /** * @brief Q7 matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_trans_q7( const arm_matrix_instance_q7 * pSrc, arm_matrix_instance_q7 * pDst); /** * @brief Q31 matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_trans_q31( const arm_matrix_instance_q31 * pSrc, arm_matrix_instance_q31 * pDst); /** * @brief Q31 complex matrix transpose. * @param[in] pSrc points to the input matrix * @param[out] pDst points to the output matrix * @return The function returns either ARM_MATH_SIZE_MISMATCH * or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_cmplx_trans_q31( const arm_matrix_instance_q31 * pSrc, arm_matrix_instance_q31 * pDst); /** * @brief Floating-point matrix multiplication * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_f32( const arm_matrix_instance_f32 * pSrcA, const arm_matrix_instance_f32 * pSrcB, arm_matrix_instance_f32 * pDst); /** * @brief Floating-point matrix multiplication * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_f64( const arm_matrix_instance_f64 * pSrcA, const arm_matrix_instance_f64 * pSrcB, arm_matrix_instance_f64 * pDst); /** * @brief Floating-point matrix and vector multiplication * @param[in] pSrcMat points to the input matrix structure * @param[in] pVec points to vector * @param[out] pDst points to output vector */ void arm_mat_vec_mult_f32( const arm_matrix_instance_f32 *pSrcMat, const float32_t *pVec, float32_t *pDst); /** * @brief Q7 matrix multiplication * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @param[in] pState points to the array for storing intermediate results * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_q7( const arm_matrix_instance_q7 * pSrcA, const arm_matrix_instance_q7 * pSrcB, arm_matrix_instance_q7 * pDst, q7_t * pState); /** * @brief Q7 matrix and vector multiplication * @param[in] pSrcMat points to the input matrix structure * @param[in] pVec points to vector * @param[out] pDst points to output vector */ void arm_mat_vec_mult_q7( const arm_matrix_instance_q7 *pSrcMat, const q7_t *pVec, q7_t *pDst); /** * @brief Q15 matrix multiplication * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @param[in] pState points to the array for storing intermediate results * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_q15( const arm_matrix_instance_q15 * pSrcA, const arm_matrix_instance_q15 * pSrcB, arm_matrix_instance_q15 * pDst, q15_t * pState); /** * @brief Q15 matrix and vector multiplication * @param[in] pSrcMat points to the input matrix structure * @param[in] pVec points to vector * @param[out] pDst points to output vector */ void arm_mat_vec_mult_q15( const arm_matrix_instance_q15 *pSrcMat, const q15_t *pVec, q15_t *pDst); /** * @brief Q15 matrix multiplication (fast variant) for Cortex-M3 and Cortex-M4 * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @param[in] pState points to the array for storing intermediate results * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_fast_q15( const arm_matrix_instance_q15 * pSrcA, const arm_matrix_instance_q15 * pSrcB, arm_matrix_instance_q15 * pDst, q15_t * pState); /** * @brief Q31 matrix multiplication * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_q31( const arm_matrix_instance_q31 * pSrcA, const arm_matrix_instance_q31 * pSrcB, arm_matrix_instance_q31 * pDst); /** * @brief Q31 matrix multiplication * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @param[in] pState points to the array for storing intermediate results * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_opt_q31( const arm_matrix_instance_q31 * pSrcA, const arm_matrix_instance_q31 * pSrcB, arm_matrix_instance_q31 * pDst, q31_t *pState); /** * @brief Q31 matrix and vector multiplication * @param[in] pSrcMat points to the input matrix structure * @param[in] pVec points to vector * @param[out] pDst points to output vector */ void arm_mat_vec_mult_q31( const arm_matrix_instance_q31 *pSrcMat, const q31_t *pVec, q31_t *pDst); /** * @brief Q31 matrix multiplication (fast variant) for Cortex-M3 and Cortex-M4 * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_mult_fast_q31( const arm_matrix_instance_q31 * pSrcA, const arm_matrix_instance_q31 * pSrcB, arm_matrix_instance_q31 * pDst); /** * @brief Floating-point matrix subtraction * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_sub_f32( const arm_matrix_instance_f32 * pSrcA, const arm_matrix_instance_f32 * pSrcB, arm_matrix_instance_f32 * pDst); /** * @brief Floating-point matrix subtraction * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_sub_f64( const arm_matrix_instance_f64 * pSrcA, const arm_matrix_instance_f64 * pSrcB, arm_matrix_instance_f64 * pDst); /** * @brief Q15 matrix subtraction * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_sub_q15( const arm_matrix_instance_q15 * pSrcA, const arm_matrix_instance_q15 * pSrcB, arm_matrix_instance_q15 * pDst); /** * @brief Q31 matrix subtraction * @param[in] pSrcA points to the first input matrix structure * @param[in] pSrcB points to the second input matrix structure * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_sub_q31( const arm_matrix_instance_q31 * pSrcA, const arm_matrix_instance_q31 * pSrcB, arm_matrix_instance_q31 * pDst); /** * @brief Floating-point matrix scaling. * @param[in] pSrc points to the input matrix * @param[in] scale scale factor * @param[out] pDst points to the output matrix * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_scale_f32( const arm_matrix_instance_f32 * pSrc, float32_t scale, arm_matrix_instance_f32 * pDst); /** * @brief Q15 matrix scaling. * @param[in] pSrc points to input matrix * @param[in] scaleFract fractional portion of the scale factor * @param[in] shift number of bits to shift the result by * @param[out] pDst points to output matrix * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_scale_q15( const arm_matrix_instance_q15 * pSrc, q15_t scaleFract, int32_t shift, arm_matrix_instance_q15 * pDst); /** * @brief Q31 matrix scaling. * @param[in] pSrc points to input matrix * @param[in] scaleFract fractional portion of the scale factor * @param[in] shift number of bits to shift the result by * @param[out] pDst points to output matrix structure * @return The function returns either * ARM_MATH_SIZE_MISMATCH or ARM_MATH_SUCCESS based on the outcome of size checking. */ arm_status arm_mat_scale_q31( const arm_matrix_instance_q31 * pSrc, q31_t scaleFract, int32_t shift, arm_matrix_instance_q31 * pDst); /** * @brief Q31 matrix initialization. * @param[in,out] S points to an instance of the floating-point matrix structure. * @param[in] nRows number of rows in the matrix. * @param[in] nColumns number of columns in the matrix. * @param[in] pData points to the matrix data array. */ void arm_mat_init_q31( arm_matrix_instance_q31 * S, uint16_t nRows, uint16_t nColumns, q31_t * pData); /** * @brief Q15 matrix initialization. * @param[in,out] S points to an instance of the floating-point matrix structure. * @param[in] nRows number of rows in the matrix. * @param[in] nColumns number of columns in the matrix. * @param[in] pData points to the matrix data array. */ void arm_mat_init_q15( arm_matrix_instance_q15 * S, uint16_t nRows, uint16_t nColumns, q15_t * pData); /** * @brief Floating-point matrix initialization. * @param[in,out] S points to an instance of the floating-point matrix structure. * @param[in] nRows number of rows in the matrix. * @param[in] nColumns number of columns in the matrix. * @param[in] pData points to the matrix data array. */ void arm_mat_init_f32( arm_matrix_instance_f32 * S, uint16_t nRows, uint16_t nColumns, float32_t * pData); /** * @brief Floating-point matrix inverse. * @param[in] src points to the instance of the input floating-point matrix structure. * @param[out] dst points to the instance of the output floating-point matrix structure. * @return The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. * If the input matrix is singular (does not have an inverse), then the algorithm terminates and returns error status ARM_MATH_SINGULAR. */ arm_status arm_mat_inverse_f32( const arm_matrix_instance_f32 * src, arm_matrix_instance_f32 * dst); /** * @brief Floating-point matrix inverse. * @param[in] src points to the instance of the input floating-point matrix structure. * @param[out] dst points to the instance of the output floating-point matrix structure. * @return The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. * If the input matrix is singular (does not have an inverse), then the algorithm terminates and returns error status ARM_MATH_SINGULAR. */ arm_status arm_mat_inverse_f64( const arm_matrix_instance_f64 * src, arm_matrix_instance_f64 * dst); /** * @brief Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix. * @param[in] src points to the instance of the input floating-point matrix structure. * @param[out] dst points to the instance of the output floating-point matrix structure. * @return The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. * If the input matrix does not have a decomposition, then the algorithm terminates and returns error status ARM_MATH_DECOMPOSITION_FAILURE. * If the matrix is ill conditioned or only semi-definite, then it is better using the LDL^t decomposition. * The decomposition is returning a lower triangular matrix. */ arm_status arm_mat_cholesky_f64( const arm_matrix_instance_f64 * src, arm_matrix_instance_f64 * dst); /** * @brief Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix. * @param[in] src points to the instance of the input floating-point matrix structure. * @param[out] dst points to the instance of the output floating-point matrix structure. * @return The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. * If the input matrix does not have a decomposition, then the algorithm terminates and returns error status ARM_MATH_DECOMPOSITION_FAILURE. * If the matrix is ill conditioned or only semi-definite, then it is better using the LDL^t decomposition. * The decomposition is returning a lower triangular matrix. */ arm_status arm_mat_cholesky_f32( const arm_matrix_instance_f32 * src, arm_matrix_instance_f32 * dst); /** * @brief Solve UT . X = A where UT is an upper triangular matrix * @param[in] ut The upper triangular matrix * @param[in] a The matrix a * @param[out] dst The solution X of UT . X = A * @return The function returns ARM_MATH_SINGULAR, if the system can't be solved. */ arm_status arm_mat_solve_upper_triangular_f32( const arm_matrix_instance_f32 * ut, const arm_matrix_instance_f32 * a, arm_matrix_instance_f32 * dst); /** * @brief Solve LT . X = A where LT is a lower triangular matrix * @param[in] lt The lower triangular matrix * @param[in] a The matrix a * @param[out] dst The solution X of LT . X = A * @return The function returns ARM_MATH_SINGULAR, if the system can't be solved. */ arm_status arm_mat_solve_lower_triangular_f32( const arm_matrix_instance_f32 * lt, const arm_matrix_instance_f32 * a, arm_matrix_instance_f32 * dst); /** * @brief Solve UT . X = A where UT is an upper triangular matrix * @param[in] ut The upper triangular matrix * @param[in] a The matrix a * @param[out] dst The solution X of UT . X = A * @return The function returns ARM_MATH_SINGULAR, if the system can't be solved. */ arm_status arm_mat_solve_upper_triangular_f64( const arm_matrix_instance_f64 * ut, const arm_matrix_instance_f64 * a, arm_matrix_instance_f64 * dst); /** * @brief Solve LT . X = A where LT is a lower triangular matrix * @param[in] lt The lower triangular matrix * @param[in] a The matrix a * @param[out] dst The solution X of LT . X = A * @return The function returns ARM_MATH_SINGULAR, if the system can't be solved. */ arm_status arm_mat_solve_lower_triangular_f64( const arm_matrix_instance_f64 * lt, const arm_matrix_instance_f64 * a, arm_matrix_instance_f64 * dst); /** * @brief Floating-point LDL decomposition of Symmetric Positive Semi-Definite Matrix. * @param[in] src points to the instance of the input floating-point matrix structure. * @param[out] l points to the instance of the output floating-point triangular matrix structure. * @param[out] d points to the instance of the output floating-point diagonal matrix structure. * @param[out] p 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. * If the input matrix does not have a decomposition, then the algorithm terminates and returns error status ARM_MATH_DECOMPOSITION_FAILURE. * The decomposition is returning a lower triangular matrix. */ arm_status arm_mat_ldlt_f32( const arm_matrix_instance_f32 * src, arm_matrix_instance_f32 * l, arm_matrix_instance_f32 * d, uint16_t * pp); /** * @brief Floating-point LDL decomposition of Symmetric Positive Semi-Definite Matrix. * @param[in] src points to the instance of the input floating-point matrix structure. * @param[out] l points to the instance of the output floating-point triangular matrix structure. * @param[out] d points to the instance of the output floating-point diagonal matrix structure. * @param[out] p 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. * If the input matrix does not have a decomposition, then the algorithm terminates and returns error status ARM_MATH_DECOMPOSITION_FAILURE. * The decomposition is returning a lower triangular matrix. */ arm_status arm_mat_ldlt_f64( const arm_matrix_instance_f64 * src, arm_matrix_instance_f64 * l, arm_matrix_instance_f64 * d, uint16_t * pp); #ifdef __cplusplus } #endif #endif /* ifndef _MATRIX_FUNCTIONS_H_ */