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			510 lines
		
	
	
		
			12 KiB
		
	
	
	
		
			C
		
	
	
	
	
	
			
		
		
	
	
			510 lines
		
	
	
		
			12 KiB
		
	
	
	
		
			C
		
	
	
	
	
	
| /* ----------------------------------------------------------------------
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|  * Project:      CMSIS DSP Library
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|  * Title:        arm_mat_ldl_f32.c
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|  * Description:  Floating-point LDL decomposition
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|  *
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|  * $Date:        23 April 2021
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|  * $Revision:    V1.9.0
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|  *
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|  * Target Processor: Cortex-M and Cortex-A cores
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|  * -------------------------------------------------------------------- */
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| /*
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|  * Copyright (C) 2010-2021 ARM Limited or its affiliates. All rights reserved.
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|  *
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|  * SPDX-License-Identifier: Apache-2.0
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|  *
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|  * Licensed under the Apache License, Version 2.0 (the License); you may
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|  * not use this file except in compliance with the License.
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|  * You may obtain a copy of the License at
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|  *
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|  * www.apache.org/licenses/LICENSE-2.0
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|  *
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|  * Unless required by applicable law or agreed to in writing, software
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|  * distributed under the License is distributed on an AS IS BASIS, WITHOUT
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|  * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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|  * See the License for the specific language governing permissions and
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|  * limitations under the License.
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|  */
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| 
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| #include "dsp/matrix_functions.h"
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| 
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| 
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| 
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| 
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| 
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| #if defined(ARM_MATH_MVEF) && !defined(ARM_MATH_AUTOVECTORIZE)
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| 
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| 
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| /// @private
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| #define SWAP_ROWS_F32(A,i,j)                 \
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|   {                                      \
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|     int cnt = n;                         \
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|                                          \
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|     for(int w=0;w < n; w+=4)             \
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|     {                                    \
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|        f32x4_t tmpa,tmpb;                \
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|        mve_pred16_t p0 = vctp32q(cnt);   \
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|                                          \
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|        tmpa=vldrwq_z_f32(&A[i*n + w],p0);\
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|        tmpb=vldrwq_z_f32(&A[j*n + w],p0);\
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|                                          \
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|        vstrwq_p(&A[i*n + w], tmpb, p0);  \
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|        vstrwq_p(&A[j*n + w], tmpa, p0);  \
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|                                          \
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|        cnt -= 4;                         \
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|     }                                    \
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|   }
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| 
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| /// @private
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| #define SWAP_COLS_F32(A,i,j)     \
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|   for(int w=0;w < n; w++)    \
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|   {                          \
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|      float32_t tmp;          \
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|      tmp = A[w*n + i];       \
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|      A[w*n + i] = A[w*n + j];\
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|      A[w*n + j] = tmp;       \
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|   }
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| 
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| /**
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|   @ingroup groupMatrix
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|  */
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| 
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| /**
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|   @addtogroup MatrixChol
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|   @{
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|  */
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| 
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| /**
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|    * @brief Floating-point LDL^t decomposition of positive semi-definite matrix.
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|    * @param[in]  pSrc   points to the instance of the input floating-point matrix structure.
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|    * @param[out] pl   points to the instance of the output floating-point triangular matrix structure.
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|    * @param[out] pd   points to the instance of the output floating-point diagonal matrix structure.
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|    * @param[out] pp   points to the instance of the output floating-point permutation vector.
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|    * @return The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match.
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|    * @return        execution status
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|                    - \ref ARM_MATH_SUCCESS       : Operation successful
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|                    - \ref ARM_MATH_SIZE_MISMATCH : Matrix size check failed
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|                    - \ref ARM_MATH_DECOMPOSITION_FAILURE      : Input matrix cannot be decomposed
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|    * @par
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|    *  Computes the LDL^t decomposition of a matrix A such that P A P^t = L D L^t.
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|    */
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| arm_status arm_mat_ldlt_f32(
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|   const arm_matrix_instance_f32 * pSrc,
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|   arm_matrix_instance_f32 * pl,
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|   arm_matrix_instance_f32 * pd,
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|   uint16_t * pp)
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| {
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| 
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|   arm_status status;                             /* status of matrix inverse */
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| 
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| 
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| #ifdef ARM_MATH_MATRIX_CHECK
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| 
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|   /* Check for matrix mismatch condition */
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|   if ((pSrc->numRows != pSrc->numCols) ||
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|       (pl->numRows != pl->numCols) ||
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|       (pd->numRows != pd->numCols) ||
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|       (pl->numRows != pd->numRows)   )
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|   {
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|     /* Set status as ARM_MATH_SIZE_MISMATCH */
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|     status = ARM_MATH_SIZE_MISMATCH;
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|   }
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|   else
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| 
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| #endif /* #ifdef ARM_MATH_MATRIX_CHECK */
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| 
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|   {
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| 
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|     const int n=pSrc->numRows;
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|     int fullRank = 1, diag,k;
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|     float32_t *pA;
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| 
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|     memset(pd->pData,0,sizeof(float32_t)*n*n);
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|     memcpy(pl->pData,pSrc->pData,n*n*sizeof(float32_t));
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|     pA = pl->pData;
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| 
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|     int cnt = n;
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|     uint16x8_t vecP;
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| 
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|     for(int k=0;k < n; k+=8)
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|     {
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|       mve_pred16_t p0;
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|       p0 = vctp16q(cnt);
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| 
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|       vecP = vidupq_u16((uint16_t)k, 1);
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| 
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|       vstrhq_p(&pp[k], vecP, p0);
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| 
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|       cnt -= 8;
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|     }
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| 
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| 
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|     for(k=0;k < n; k++)
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|     {
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|         /* Find pivot */
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|         float32_t m=F32_MIN,a;
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|         int j=k;
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| 
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| 
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|         for(int r=k;r<n;r++)
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|         {
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|            if (pA[r*n+r] > m)
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|            {
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|              m = pA[r*n+r];
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|              j = r;
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|            }
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|         }
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| 
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|         if(j != k)
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|         {
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|           SWAP_ROWS_F32(pA,k,j);
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|           SWAP_COLS_F32(pA,k,j);
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|         }
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| 
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| 
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|         pp[k] = j;
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| 
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|         a = pA[k*n+k];
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| 
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|         if (fabsf(a) < 1.0e-8f)
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|         {
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| 
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|             fullRank = 0;
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|             break;
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|         }
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| 
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|         float32_t invA;
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| 
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|         invA = 1.0f / a;
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| 
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|         int32x4_t vecOffs;
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|         int w;
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|         vecOffs = vidupq_u32((uint32_t)0, 1);
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|         vecOffs = vmulq_n_s32(vecOffs,n);
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| 
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|         for(w=k+1; w<n; w+=4)
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|         {
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|           int cnt = n - k - 1;
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| 
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|           f32x4_t vecX;
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| 
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|           f32x4_t vecA;
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|           f32x4_t vecW0,vecW1, vecW2, vecW3;
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| 
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|           mve_pred16_t p0;
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| 
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|           vecW0 = vdupq_n_f32(pA[(w + 0)*n+k]);
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|           vecW1 = vdupq_n_f32(pA[(w + 1)*n+k]);
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|           vecW2 = vdupq_n_f32(pA[(w + 2)*n+k]);
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|           vecW3 = vdupq_n_f32(pA[(w + 3)*n+k]);
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| 
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|           for(int x=k+1;x<n;x += 4)
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|           {
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|              p0 = vctp32q(cnt);
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| 
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|              //pA[w*n+x] = pA[w*n+x] - pA[w*n+k] * (pA[x*n+k] * invA);
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| 
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| 
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|              vecX = vldrwq_gather_shifted_offset_z_f32(&pA[x*n+k], (uint32x4_t)vecOffs, p0);
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|              vecX = vmulq_m_n_f32(vuninitializedq_f32(),vecX,invA,p0);
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| 
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| 
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|              vecA = vldrwq_z_f32(&pA[(w + 0)*n+x],p0);
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|              vecA = vfmsq_m(vecA, vecW0, vecX, p0);
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|              vstrwq_p(&pA[(w + 0)*n+x], vecA, p0);
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| 
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|              vecA = vldrwq_z_f32(&pA[(w + 1)*n+x],p0);
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|              vecA = vfmsq_m(vecA, vecW1, vecX, p0);
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|              vstrwq_p(&pA[(w + 1)*n+x], vecA, p0);
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| 
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|              vecA = vldrwq_z_f32(&pA[(w + 2)*n+x],p0);
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|              vecA = vfmsq_m(vecA, vecW2, vecX, p0);
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|              vstrwq_p(&pA[(w + 2)*n+x], vecA, p0);
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| 
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|              vecA = vldrwq_z_f32(&pA[(w + 3)*n+x],p0);
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|              vecA = vfmsq_m(vecA, vecW3, vecX, p0);
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|              vstrwq_p(&pA[(w + 3)*n+x], vecA, p0);
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| 
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|              cnt -= 4;
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|           }
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|         }
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| 
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|         for(; w<n; w++)
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|         {
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|           int cnt = n - k - 1;
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| 
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|           f32x4_t vecA,vecX,vecW;
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| 
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| 
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|           mve_pred16_t p0;
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| 
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|           vecW = vdupq_n_f32(pA[w*n+k]);
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| 
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|           for(int x=k+1;x<n;x += 4)
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|           {
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|              p0 = vctp32q(cnt);
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| 
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|              //pA[w*n+x] = pA[w*n+x] - pA[w*n+k] * (pA[x*n+k] * invA);
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| 
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|              vecA = vldrwq_z_f32(&pA[w*n+x],p0);
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| 
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|              vecX = vldrwq_gather_shifted_offset_z_f32(&pA[x*n+k], (uint32x4_t)vecOffs, p0);
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|              vecX = vmulq_m_n_f32(vuninitializedq_f32(),vecX,invA,p0);
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| 
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|              vecA = vfmsq_m(vecA, vecW, vecX, p0);
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| 
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|              vstrwq_p(&pA[w*n+x], vecA, p0);
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| 
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|              cnt -= 4;
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|           }
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|         }
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| 
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|         for(int w=k+1;w<n;w++)
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|         {
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|                pA[w*n+k] = pA[w*n+k] * invA;
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|         }
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| 
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| 
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| 
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|     }
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| 
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| 
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| 
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|     diag=k;
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|     if (!fullRank)
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|     {
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|       diag--;
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|       for(int row=0; row < n;row++)
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|       {
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|         mve_pred16_t p0;
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|         int cnt= n-k;
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|         f32x4_t zero=vdupq_n_f32(0.0f);
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| 
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|         for(int col=k; col < n;col += 4)
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|         {
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|            p0 = vctp32q(cnt);
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| 
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|            vstrwq_p(&pl->pData[row*n+col], zero, p0);
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| 
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|            cnt -= 4;
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|         }
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|       }
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|     }
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| 
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|     for(int row=0; row < n;row++)
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|     {
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|        mve_pred16_t p0;
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|        int cnt= n-row-1;
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|        f32x4_t zero=vdupq_n_f32(0.0f);
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| 
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|        for(int col=row+1; col < n;col+=4)
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|        {
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|          p0 = vctp32q(cnt);
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| 
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|          vstrwq_p(&pl->pData[row*n+col], zero, p0);
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| 
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|          cnt -= 4;
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|        }
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|     }
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| 
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|     for(int d=0; d < diag;d++)
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|     {
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|       pd->pData[d*n+d] = pl->pData[d*n+d];
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|       pl->pData[d*n+d] = 1.0;
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|     }
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| 
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|     status = ARM_MATH_SUCCESS;
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| 
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|   }
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| 
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| 
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|   /* Return to application */
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|   return (status);
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| }
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| #else
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| 
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| /// @private
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| #define SWAP_ROWS_F32(A,i,j)     \
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|   for(w=0;w < n; w++)    \
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|   {                          \
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|      float32_t tmp;          \
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|      tmp = A[i*n + w];       \
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|      A[i*n + w] = A[j*n + w];\
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|      A[j*n + w] = tmp;       \
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|   }
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| 
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| /// @private
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| #define SWAP_COLS_F32(A,i,j)     \
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|   for(w=0;w < n; w++)    \
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|   {                          \
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|      float32_t tmp;          \
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|      tmp = A[w*n + i];       \
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|      A[w*n + i] = A[w*n + j];\
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|      A[w*n + j] = tmp;       \
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|   }
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| 
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| /**
 | |
|   @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_f32(
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|   const arm_matrix_instance_f32 * pSrc,
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|   arm_matrix_instance_f32 * pl,
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|   arm_matrix_instance_f32 * 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;
 | |
|     float32_t *pA;
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|     int row,d;
 | |
| 
 | |
|     memset(pd->pData,0,sizeof(float32_t)*n*n);
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|     memcpy(pl->pData,pSrc->pData,n*n*sizeof(float32_t));
 | |
|     pA = pl->pData;
 | |
| 
 | |
|     for(k=0;k < n; k++)
 | |
|     {
 | |
|       pp[k] = k;
 | |
|     }
 | |
| 
 | |
| 
 | |
|     for(k=0;k < n; k++)
 | |
|     {
 | |
|         /* Find pivot */
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|         float32_t m=F32_MIN,a;
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|         int j=k;
 | |
| 
 | |
| 
 | |
|         int r;
 | |
|         int w;
 | |
| 
 | |
|         for(r=k;r<n;r++)
 | |
|         {
 | |
|            if (pA[r*n+r] > m)
 | |
|            {
 | |
|              m = pA[r*n+r];
 | |
|              j = r;
 | |
|            }
 | |
|         }
 | |
| 
 | |
|         if(j != k)
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|         {
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|           SWAP_ROWS_F32(pA,k,j);
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|           SWAP_COLS_F32(pA,k,j);
 | |
|         }
 | |
| 
 | |
| 
 | |
|         pp[k] = j;
 | |
| 
 | |
|         a = pA[k*n+k];
 | |
| 
 | |
|         if (fabsf(a) < 1.0e-8f)
 | |
|         {
 | |
| 
 | |
|             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--;
 | |
|       for(row=0; row < n;row++)
 | |
|       {
 | |
|         int col;
 | |
|         for(col=k; col < n;col++)
 | |
|         {
 | |
|            pl->pData[row*n+col]=0.0;
 | |
|         }
 | |
|       }
 | |
|     }
 | |
| 
 | |
|     for(row=0; row < n;row++)
 | |
|     {
 | |
|        int col;
 | |
|        for(col=row+1; col < n;col++)
 | |
|        {
 | |
|          pl->pData[row*n+col] = 0.0;
 | |
|        }
 | |
|     }
 | |
| 
 | |
|     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);
 | |
| }
 | |
| #endif /* defined(ARM_MATH_MVEF) && !defined(ARM_MATH_AUTOVECTORIZE) */
 | |
| 
 | |
| /**
 | |
|   @} end of MatrixChol group
 | |
|  */
 | 
