1 /* ----------------------------------------------------------------------
4  * Description:  Floating-point LDL decomposition
9  * Target Processor: Cortex-M and Cortex-A cores
10  * -------------------------------------------------------------------- */
12  * Copyright (C) 2010-2021 ARM Limited or its affiliates. All rights reserved.
14  * SPDX-License-Identifier: Apache-2.0
20  * www.apache.org/licenses/LICENSE-2.0
45    * @brief Floating-point LDL^t decomposition of positive semi-definite matrix.
46    * @param[in]  pSrc   points to the instance of the input floating-point matrix structure.
47 …* @param[out] pl   points to the instance of the output floating-point triangular matrix structure.
48    * @param[out] pd   points to the instance of the output floating-point diagonal matrix structure.
49    * @param[out] pp   points to the instance of the output floating-point permutation vector.
52                    - \ref ARM_MATH_SUCCESS       : Operation successful
53                    - \ref ARM_MATH_SIZE_MISMATCH : Matrix size check failed
54                    - \ref ARM_MATH_DECOMPOSITION_FAILURE      : Input matrix cannot be decomposed
56    *  Computes the LDL^t decomposition of a matrix A such that P A P^t = L D L^t.
72   if ((pSrc->numRows != pSrc->numCols) ||  in arm_mat_ldlt_f64()
73       (pl->numRows != pl->numCols) ||  in arm_mat_ldlt_f64()
74       (pd->numRows != pd->numCols) ||  in arm_mat_ldlt_f64()
75       (pl->numRows != pd->numRows)   )  in arm_mat_ldlt_f64()
86     const int n=pSrc->numRows;  in arm_mat_ldlt_f64()
90     memset(pd->pData,0,sizeof(float64_t)*n*n);  in arm_mat_ldlt_f64()
92     memcpy(pl->pData,pSrc->pData,n*n*sizeof(float64_t));  in arm_mat_ldlt_f64()
93     pA = pl->pData;  in arm_mat_ldlt_f64()
128         if (fabs(a) < 1.0e-18)  in arm_mat_ldlt_f64()
140              pA[w*n+x] = pA[w*n+x] - pA[w*n+k] * pA[x*n+k] / a;  in arm_mat_ldlt_f64()
158       diag--;  in arm_mat_ldlt_f64()
166              pl->pData[row*n+col]=0.0;  in arm_mat_ldlt_f64()
179            pl->pData[row*n+col] = 0.0;  in arm_mat_ldlt_f64()
185       int d;  in arm_mat_ldlt_f64()  local
186       for(d=0; d < diag;d++)  in arm_mat_ldlt_f64()
188         pd->pData[d*n+d] = pl->pData[d*n+d];  in arm_mat_ldlt_f64()
189         pl->pData[d*n+d] = 1.0;  in arm_mat_ldlt_f64()