stm32f407-openocd/Drivers/CMSIS/DSP/Include/dsp/matrix_functions.h

758 lines
30 KiB
C

/******************************************************************************
* @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:
* <pre>
* 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;
* </pre>
* 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 <code>numRows X numCols</code>
* and the values are arranged in row order. That is, the
* matrix element (i, j) is stored at:
* <pre>
* pData[i*numCols + j]
* </pre>
*
* \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:
* <pre>
* <code>arm_matrix_instance_f32 S = {nRows, nColumns, pData};</code>
* <code>arm_matrix_instance_q31 S = {nRows, nColumns, pData};</code>
* <code>arm_matrix_instance_q15 S = {nRows, nColumns, pData};</code>
* </pre>
* where <code>nRows</code> specifies the number of rows, <code>nColumns</code>
* specifies the number of columns, and <code>pData</code> 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:
* <pre>
* ARM_MATH_SIZE_MISMATCH
* </pre>
* Otherwise the functions return
* <pre>
* ARM_MATH_SUCCESS
* </pre>
* There is some overhead associated with this matrix size checking.
* The matrix size checking is enabled via the \#define
* <pre>
* ARM_MATH_MATRIX_CHECK
* </pre>
* 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 <code>ARM_MATH_SUCCESS</code>.
*/
/**
* @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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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 <code>ARM_MATH_SIZE_MISMATCH</code>
* or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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
* <code>ARM_MATH_SIZE_MISMATCH</code> or <code>ARM_MATH_SUCCESS</code> 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_ */