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Diffstat (limited to 'Drivers/CMSIS/DSP/Source/MatrixFunctions/arm_mat_cholesky_f32.c')
-rw-r--r-- | Drivers/CMSIS/DSP/Source/MatrixFunctions/arm_mat_cholesky_f32.c | 438 |
1 files changed, 438 insertions, 0 deletions
diff --git a/Drivers/CMSIS/DSP/Source/MatrixFunctions/arm_mat_cholesky_f32.c b/Drivers/CMSIS/DSP/Source/MatrixFunctions/arm_mat_cholesky_f32.c new file mode 100644 index 0000000..94b9689 --- /dev/null +++ b/Drivers/CMSIS/DSP/Source/MatrixFunctions/arm_mat_cholesky_f32.c @@ -0,0 +1,438 @@ +/* ---------------------------------------------------------------------- + * Project: CMSIS DSP Library + * Title: arm_mat_cholesky_f32.c + * Description: Floating-point Cholesky decomposition + * + * $Date: 05 October 2021 + * $Revision: V1.9.1 + * + * 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 "dsp/matrix_functions.h" + +/** + @ingroup groupMatrix + */ + +/** + @defgroup MatrixChol Cholesky and LDLT decompositions + + Computes the Cholesky or LDL^t decomposition of a matrix. + + + If the input matrix does not have a decomposition, then the + algorithm terminates and returns error status ARM_MATH_DECOMPOSITION_FAILURE. + */ + +/** + @addtogroup MatrixChol + @{ + */ + +/** + * @brief Floating-point Cholesky decomposition of positive-definite matrix. + * @param[in] pSrc points to the instance of the input floating-point matrix structure. + * @param[out] pDst 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. + * @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 + * If the matrix is ill conditioned or only semi-definite, then it is better using the LDL^t decomposition. + * The decomposition of A is returning a lower triangular matrix U such that A = U U^t + */ + +#if defined(ARM_MATH_MVEF) && !defined(ARM_MATH_AUTOVECTORIZE) + +#include "arm_helium_utils.h" + +arm_status arm_mat_cholesky_f32( + const arm_matrix_instance_f32 * pSrc, + arm_matrix_instance_f32 * pDst) +{ + + arm_status status; /* status of matrix inverse */ + + +#ifdef ARM_MATH_MATRIX_CHECK + + /* Check for matrix mismatch condition */ + if ((pSrc->numRows != pSrc->numCols) || + (pDst->numRows != pDst->numCols) || + (pSrc->numRows != pDst->numRows) ) + { + /* Set status as ARM_MATH_SIZE_MISMATCH */ + status = ARM_MATH_SIZE_MISMATCH; + } + else + +#endif /* #ifdef ARM_MATH_MATRIX_CHECK */ + + { + int i,j,k; + int n = pSrc->numRows; + float32_t invSqrtVj; + float32_t *pA,*pG; + int kCnt; + + mve_pred16_t p0; + + f32x4_t acc, acc0, acc1, acc2, acc3; + f32x4_t vecGi; + f32x4_t vecGj,vecGj0,vecGj1,vecGj2,vecGj3; + + + pA = pSrc->pData; + pG = pDst->pData; + + for(i=0 ;i < n ; i++) + { + for(j=i ; j+3 < n ; j+=4) + { + pG[(j + 0) * n + i] = pA[(j + 0) * n + i]; + pG[(j + 1) * n + i] = pA[(j + 1) * n + i]; + pG[(j + 2) * n + i] = pA[(j + 2) * n + i]; + pG[(j + 3) * n + i] = pA[(j + 3) * n + i]; + + kCnt = i; + acc0 = vdupq_n_f32(0.0f); + acc1 = vdupq_n_f32(0.0f); + acc2 = vdupq_n_f32(0.0f); + acc3 = vdupq_n_f32(0.0f); + + for(k=0; k < i ; k+=4) + { + p0 = vctp32q(kCnt); + + vecGi=vldrwq_z_f32(&pG[i * n + k],p0); + + vecGj0=vldrwq_z_f32(&pG[(j + 0) * n + k],p0); + vecGj1=vldrwq_z_f32(&pG[(j + 1) * n + k],p0); + vecGj2=vldrwq_z_f32(&pG[(j + 2) * n + k],p0); + vecGj3=vldrwq_z_f32(&pG[(j + 3) * n + k],p0); + + acc0 = vfmaq_m(acc0, vecGi, vecGj0, p0); + acc1 = vfmaq_m(acc1, vecGi, vecGj1, p0); + acc2 = vfmaq_m(acc2, vecGi, vecGj2, p0); + acc3 = vfmaq_m(acc3, vecGi, vecGj3, p0); + + kCnt -= 4; + } + pG[(j + 0) * n + i] -= vecAddAcrossF32Mve(acc0); + pG[(j + 1) * n + i] -= vecAddAcrossF32Mve(acc1); + pG[(j + 2) * n + i] -= vecAddAcrossF32Mve(acc2); + pG[(j + 3) * n + i] -= vecAddAcrossF32Mve(acc3); + } + + for(; j < n ; j++) + { + pG[j * n + i] = pA[j * n + i]; + + kCnt = i; + acc = vdupq_n_f32(0.0f); + + for(k=0; k < i ; k+=4) + { + p0 = vctp32q(kCnt); + + vecGi=vldrwq_z_f32(&pG[i * n + k],p0); + vecGj=vldrwq_z_f32(&pG[j * n + k],p0); + + acc = vfmaq_m(acc, vecGi, vecGj,p0); + + kCnt -= 4; + } + pG[j * n + i] -= vecAddAcrossF32Mve(acc); + } + + if (pG[i * n + i] <= 0.0f) + { + return(ARM_MATH_DECOMPOSITION_FAILURE); + } + + invSqrtVj = 1.0f/sqrtf(pG[i * n + i]); + for(j=i; j < n ; j++) + { + pG[j * n + i] = pG[j * n + i] * invSqrtVj ; + } + } + + status = ARM_MATH_SUCCESS; + + } + + + /* Return to application */ + return (status); +} + +#else +#if defined(ARM_MATH_NEON) && !defined(ARM_MATH_AUTOVECTORIZE) + +arm_status arm_mat_cholesky_f32( + const arm_matrix_instance_f32 * pSrc, + arm_matrix_instance_f32 * pDst) +{ + + arm_status status; /* status of matrix inverse */ + + +#ifdef ARM_MATH_MATRIX_CHECK + + /* Check for matrix mismatch condition */ + if ((pSrc->numRows != pSrc->numCols) || + (pDst->numRows != pDst->numCols) || + (pSrc->numRows != pDst->numRows) ) + { + /* Set status as ARM_MATH_SIZE_MISMATCH */ + status = ARM_MATH_SIZE_MISMATCH; + } + else + +#endif /* #ifdef ARM_MATH_MATRIX_CHECK */ + + { + int i,j,k; + int n = pSrc->numRows; + float32_t invSqrtVj; + float32_t *pA,*pG; + int kCnt; + + + f32x4_t acc, acc0, acc1, acc2, acc3; + f32x4_t vecGi; + f32x4_t vecGj,vecGj0,vecGj1,vecGj2,vecGj3; +#if !defined(__aarch64__) + f32x2_t tmp = vdup_n_f32(0); +#endif + float32_t sum=0.0f; + float32_t sum0=0.0f,sum1=0.0f,sum2=0.0f,sum3=0.0f; + + + pA = pSrc->pData; + pG = pDst->pData; + + for(i=0 ;i < n ; i++) + { + for(j=i ; j+3 < n ; j+=4) + { + pG[(j + 0) * n + i] = pA[(j + 0) * n + i]; + pG[(j + 1) * n + i] = pA[(j + 1) * n + i]; + pG[(j + 2) * n + i] = pA[(j + 2) * n + i]; + pG[(j + 3) * n + i] = pA[(j + 3) * n + i]; + + acc0 = vdupq_n_f32(0.0f); + acc1 = vdupq_n_f32(0.0f); + acc2 = vdupq_n_f32(0.0f); + acc3 = vdupq_n_f32(0.0f); + + kCnt = i >> 2; + k=0; + while(kCnt > 0) + { + + vecGi=vld1q_f32(&pG[i * n + k]); + + vecGj0=vld1q_f32(&pG[(j + 0) * n + k]); + vecGj1=vld1q_f32(&pG[(j + 1) * n + k]); + vecGj2=vld1q_f32(&pG[(j + 2) * n + k]); + vecGj3=vld1q_f32(&pG[(j + 3) * n + k]); + + acc0 = vfmaq_f32(acc0, vecGi, vecGj0); + acc1 = vfmaq_f32(acc1, vecGi, vecGj1); + acc2 = vfmaq_f32(acc2, vecGi, vecGj2); + acc3 = vfmaq_f32(acc3, vecGi, vecGj3); + + kCnt--; + k+=4; + } + +#if defined(__aarch64__) + sum0 = vpadds_f32(vpadd_f32(vget_low_f32(acc0), vget_high_f32(acc0))); + sum1 = vpadds_f32(vpadd_f32(vget_low_f32(acc1), vget_high_f32(acc1))); + sum2 = vpadds_f32(vpadd_f32(vget_low_f32(acc2), vget_high_f32(acc2))); + sum3 = vpadds_f32(vpadd_f32(vget_low_f32(acc3), vget_high_f32(acc3))); + +#else + tmp = vpadd_f32(vget_low_f32(acc0), vget_high_f32(acc0)); + sum0 = vget_lane_f32(tmp, 0) + vget_lane_f32(tmp, 1); + + tmp = vpadd_f32(vget_low_f32(acc1), vget_high_f32(acc1)); + sum1 = vget_lane_f32(tmp, 0) + vget_lane_f32(tmp, 1); + + tmp = vpadd_f32(vget_low_f32(acc2), vget_high_f32(acc2)); + sum2 = vget_lane_f32(tmp, 0) + vget_lane_f32(tmp, 1); + + tmp = vpadd_f32(vget_low_f32(acc3), vget_high_f32(acc3)); + sum3 = vget_lane_f32(tmp, 0) + vget_lane_f32(tmp, 1); +#endif + + kCnt = i & 3; + while(kCnt > 0) + { + + sum0 = sum0 + pG[i * n + k] * pG[(j + 0) * n + k]; + sum1 = sum1 + pG[i * n + k] * pG[(j + 1) * n + k]; + sum2 = sum2 + pG[i * n + k] * pG[(j + 2) * n + k]; + sum3 = sum3 + pG[i * n + k] * pG[(j + 3) * n + k]; + kCnt--; + k++; + } + + pG[(j + 0) * n + i] -= sum0; + pG[(j + 1) * n + i] -= sum1; + pG[(j + 2) * n + i] -= sum2; + pG[(j + 3) * n + i] -= sum3; + } + + for(; j < n ; j++) + { + pG[j * n + i] = pA[j * n + i]; + + acc = vdupq_n_f32(0.0f); + + kCnt = i >> 2; + k=0; + while(kCnt > 0) + { + + vecGi=vld1q_f32(&pG[i * n + k]); + vecGj=vld1q_f32(&pG[j * n + k]); + + acc = vfmaq_f32(acc, vecGi, vecGj); + + kCnt--; + k+=4; + } + +#if defined(__aarch64__) + sum = vpadds_f32(vpadd_f32(vget_low_f32(acc), vget_high_f32(acc))); +#else + tmp = vpadd_f32(vget_low_f32(acc), vget_high_f32(acc)); + sum = vget_lane_f32(tmp, 0) + vget_lane_f32(tmp, 1); +#endif + + kCnt = i & 3; + while(kCnt > 0) + { + sum = sum + pG[i * n + k] * pG[(j + 0) * n + k]; + + + kCnt--; + k++; + } + + pG[j * n + i] -= sum; + } + + if (pG[i * n + i] <= 0.0f) + { + return(ARM_MATH_DECOMPOSITION_FAILURE); + } + + invSqrtVj = 1.0f/sqrtf(pG[i * n + i]); + for(j=i; j < n ; j++) + { + pG[j * n + i] = pG[j * n + i] * invSqrtVj ; + } + } + + status = ARM_MATH_SUCCESS; + + } + + + /* Return to application */ + return (status); +} + +#else +arm_status arm_mat_cholesky_f32( + const arm_matrix_instance_f32 * pSrc, + arm_matrix_instance_f32 * pDst) +{ + + arm_status status; /* status of matrix inverse */ + + +#ifdef ARM_MATH_MATRIX_CHECK + + /* Check for matrix mismatch condition */ + if ((pSrc->numRows != pSrc->numCols) || + (pDst->numRows != pDst->numCols) || + (pSrc->numRows != pDst->numRows) ) + { + /* Set status as ARM_MATH_SIZE_MISMATCH */ + status = ARM_MATH_SIZE_MISMATCH; + } + else + +#endif /* #ifdef ARM_MATH_MATRIX_CHECK */ + + { + int i,j,k; + int n = pSrc->numRows; + float32_t invSqrtVj; + float32_t *pA,*pG; + + pA = pSrc->pData; + pG = pDst->pData; + + + for(i=0 ; i < n ; i++) + { + for(j=i ; j < n ; j++) + { + pG[j * n + i] = pA[j * n + i]; + + for(k=0; k < i ; k++) + { + pG[j * n + i] = pG[j * n + i] - pG[i * n + k] * pG[j * n + k]; + } + } + + if (pG[i * n + i] <= 0.0f) + { + return(ARM_MATH_DECOMPOSITION_FAILURE); + } + + invSqrtVj = 1.0f/sqrtf(pG[i * n + i]); + for(j=i ; j < n ; j++) + { + pG[j * n + i] = pG[j * n + i] * invSqrtVj ; + } + } + + status = ARM_MATH_SUCCESS; + + } + + + /* Return to application */ + return (status); +} +#endif /* #if defined(ARM_MATH_NEON) */ +#endif /* defined(ARM_MATH_MVEF) && !defined(ARM_MATH_AUTOVECTORIZE) */ + +/** + @} end of MatrixChol group + */ |