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Diffstat (limited to 'DSP_Lib/Source/MatrixFunctions/arm_mat_inverse_f64.c')
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diff --git a/DSP_Lib/Source/MatrixFunctions/arm_mat_inverse_f64.c b/DSP_Lib/Source/MatrixFunctions/arm_mat_inverse_f64.c new file mode 100644 index 0000000..a6c4980 --- /dev/null +++ b/DSP_Lib/Source/MatrixFunctions/arm_mat_inverse_f64.c @@ -0,0 +1,703 @@ +/* ---------------------------------------------------------------------- +* Copyright (C) 2010-2014 ARM Limited. All rights reserved. +* +* $Date: 19. March 2015 +* $Revision: V.1.4.5 +* +* Project: CMSIS DSP Library +* Title: arm_mat_inverse_f64.c +* +* Description: Floating-point matrix inverse. +* +* Target Processor: Cortex-M4/Cortex-M3/Cortex-M0 +* +* Redistribution and use in source and binary forms, with or without +* modification, are permitted provided that the following conditions +* are met: +* - Redistributions of source code must retain the above copyright +* notice, this list of conditions and the following disclaimer. +* - Redistributions in binary form must reproduce the above copyright +* notice, this list of conditions and the following disclaimer in +* the documentation and/or other materials provided with the +* distribution. +* - Neither the name of ARM LIMITED nor the names of its contributors +* may be used to endorse or promote products derived from this +* software without specific prior written permission. +* +* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS +* "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT +* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS +* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE +* COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, +* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, +* BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; +* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER +* CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT +* LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN +* ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +* POSSIBILITY OF SUCH DAMAGE. +* -------------------------------------------------------------------- */ + +#include "arm_math.h" + +/** + * @ingroup groupMatrix + */ + +/** + * @defgroup MatrixInv Matrix Inverse + * + * Computes the inverse of a matrix. + * + * The inverse is defined only if the input matrix is square and non-singular (the determinant + * is non-zero). The function checks that the input and output matrices are square and of the + * same size. + * + * Matrix inversion is numerically sensitive and the CMSIS DSP library only supports matrix + * inversion of floating-point matrices. + * + * \par Algorithm + * The Gauss-Jordan method is used to find the inverse. + * The algorithm performs a sequence of elementary row-operations until it + * reduces the input matrix to an identity matrix. Applying the same sequence + * of elementary row-operations to an identity matrix yields the inverse matrix. + * If the input matrix is singular, then the algorithm terminates and returns error status + * <code>ARM_MATH_SINGULAR</code>. + * \image html MatrixInverse.gif "Matrix Inverse of a 3 x 3 matrix using Gauss-Jordan Method" + */ + +/** + * @addtogroup MatrixInv + * @{ + */ + +/** + * @brief Floating-point matrix inverse. + * @param[in] *pSrc points to input matrix structure + * @param[out] *pDst points to output matrix structure + * @return The function returns + * <code>ARM_MATH_SIZE_MISMATCH</code> if the input matrix is not square or if the size + * of the output matrix does not match the size of the input matrix. + * If the input matrix is found to be singular (non-invertible), then the function returns + * <code>ARM_MATH_SINGULAR</code>. Otherwise, the function returns <code>ARM_MATH_SUCCESS</code>. + */ + +arm_status arm_mat_inverse_f64( + const arm_matrix_instance_f64 * pSrc, + arm_matrix_instance_f64 * pDst) +{ + float64_t *pIn = pSrc->pData; /* input data matrix pointer */ + float64_t *pOut = pDst->pData; /* output data matrix pointer */ + float64_t *pInT1, *pInT2; /* Temporary input data matrix pointer */ + float64_t *pOutT1, *pOutT2; /* Temporary output data matrix pointer */ + float64_t *pPivotRowIn, *pPRT_in, *pPivotRowDst, *pPRT_pDst; /* Temporary input and output data matrix pointer */ + uint32_t numRows = pSrc->numRows; /* Number of rows in the matrix */ + uint32_t numCols = pSrc->numCols; /* Number of Cols in the matrix */ + +#ifndef ARM_MATH_CM0_FAMILY + float64_t maxC; /* maximum value in the column */ + + /* Run the below code for Cortex-M4 and Cortex-M3 */ + + float64_t Xchg, in = 0.0f, in1; /* Temporary input values */ + uint32_t i, rowCnt, flag = 0u, j, loopCnt, k, l; /* loop counters */ + 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 */ + + { + + /*-------------------------------------------------------------------------------------------------------------- + * Matrix Inverse can be solved using elementary row operations. + * + * Gauss-Jordan Method: + * + * 1. First combine the identity matrix and the input matrix separated by a bar to form an + * augmented matrix as follows: + * _ _ _ _ + * | a11 a12 | 1 0 | | X11 X12 | + * | | | = | | + * |_ a21 a22 | 0 1 _| |_ X21 X21 _| + * + * 2. In our implementation, pDst Matrix is used as identity matrix. + * + * 3. Begin with the first row. Let i = 1. + * + * 4. Check to see if the pivot for column i is the greatest of the column. + * The pivot is the element of the main diagonal that is on the current row. + * For instance, if working with row i, then the pivot element is aii. + * If the pivot is not the most significant of the columns, exchange that row with a row + * below it that does contain the most significant value in column i. If the most + * significant value of the column is zero, then an inverse to that matrix does not exist. + * The most significant value of the column is the absolute maximum. + * + * 5. Divide every element of row i by the pivot. + * + * 6. For every row below and row i, replace that row with the sum of that row and + * a multiple of row i so that each new element in column i below row i is zero. + * + * 7. Move to the next row and column and repeat steps 2 through 5 until you have zeros + * for every element below and above the main diagonal. + * + * 8. Now an identical matrix is formed to the left of the bar(input matrix, pSrc). + * Therefore, the matrix to the right of the bar is our solution(pDst matrix, pDst). + *----------------------------------------------------------------------------------------------------------------*/ + + /* Working pointer for destination matrix */ + pOutT1 = pOut; + + /* Loop over the number of rows */ + rowCnt = numRows; + + /* Making the destination matrix as identity matrix */ + while(rowCnt > 0u) + { + /* Writing all zeroes in lower triangle of the destination matrix */ + j = numRows - rowCnt; + while(j > 0u) + { + *pOutT1++ = 0.0f; + j--; + } + + /* Writing all ones in the diagonal of the destination matrix */ + *pOutT1++ = 1.0f; + + /* Writing all zeroes in upper triangle of the destination matrix */ + j = rowCnt - 1u; + while(j > 0u) + { + *pOutT1++ = 0.0f; + j--; + } + + /* Decrement the loop counter */ + rowCnt--; + } + + /* Loop over the number of columns of the input matrix. + All the elements in each column are processed by the row operations */ + loopCnt = numCols; + + /* Index modifier to navigate through the columns */ + l = 0u; + + while(loopCnt > 0u) + { + /* Check if the pivot element is zero.. + * If it is zero then interchange the row with non zero row below. + * If there is no non zero element to replace in the rows below, + * then the matrix is Singular. */ + + /* Working pointer for the input matrix that points + * to the pivot element of the particular row */ + pInT1 = pIn + (l * numCols); + + /* Working pointer for the destination matrix that points + * to the pivot element of the particular row */ + pOutT1 = pOut + (l * numCols); + + /* Temporary variable to hold the pivot value */ + in = *pInT1; + + /* Grab the most significant value from column l */ + maxC = 0; + for (i = l; i < numRows; i++) + { + maxC = *pInT1 > 0 ? (*pInT1 > maxC ? *pInT1 : maxC) : (-*pInT1 > maxC ? -*pInT1 : maxC); + pInT1 += numCols; + } + + /* Update the status if the matrix is singular */ + if(maxC == 0.0f) + { + return ARM_MATH_SINGULAR; + } + + /* Restore pInT1 */ + pInT1 = pIn; + + /* Destination pointer modifier */ + k = 1u; + + /* Check if the pivot element is the most significant of the column */ + if( (in > 0.0f ? in : -in) != maxC) + { + /* Loop over the number rows present below */ + i = numRows - (l + 1u); + + while(i > 0u) + { + /* Update the input and destination pointers */ + pInT2 = pInT1 + (numCols * l); + pOutT2 = pOutT1 + (numCols * k); + + /* Look for the most significant element to + * replace in the rows below */ + if((*pInT2 > 0.0f ? *pInT2: -*pInT2) == maxC) + { + /* Loop over number of columns + * to the right of the pilot element */ + j = numCols - l; + + while(j > 0u) + { + /* Exchange the row elements of the input matrix */ + Xchg = *pInT2; + *pInT2++ = *pInT1; + *pInT1++ = Xchg; + + /* Decrement the loop counter */ + j--; + } + + /* Loop over number of columns of the destination matrix */ + j = numCols; + + while(j > 0u) + { + /* Exchange the row elements of the destination matrix */ + Xchg = *pOutT2; + *pOutT2++ = *pOutT1; + *pOutT1++ = Xchg; + + /* Decrement the loop counter */ + j--; + } + + /* Flag to indicate whether exchange is done or not */ + flag = 1u; + + /* Break after exchange is done */ + break; + } + + /* Update the destination pointer modifier */ + k++; + + /* Decrement the loop counter */ + i--; + } + } + + /* Update the status if the matrix is singular */ + if((flag != 1u) && (in == 0.0f)) + { + return ARM_MATH_SINGULAR; + } + + /* Points to the pivot row of input and destination matrices */ + pPivotRowIn = pIn + (l * numCols); + pPivotRowDst = pOut + (l * numCols); + + /* Temporary pointers to the pivot row pointers */ + pInT1 = pPivotRowIn; + pInT2 = pPivotRowDst; + + /* Pivot element of the row */ + in = *pPivotRowIn; + + /* Loop over number of columns + * to the right of the pilot element */ + j = (numCols - l); + + while(j > 0u) + { + /* Divide each element of the row of the input matrix + * by the pivot element */ + in1 = *pInT1; + *pInT1++ = in1 / in; + + /* Decrement the loop counter */ + j--; + } + + /* Loop over number of columns of the destination matrix */ + j = numCols; + + while(j > 0u) + { + /* Divide each element of the row of the destination matrix + * by the pivot element */ + in1 = *pInT2; + *pInT2++ = in1 / in; + + /* Decrement the loop counter */ + j--; + } + + /* Replace the rows with the sum of that row and a multiple of row i + * so that each new element in column i above row i is zero.*/ + + /* Temporary pointers for input and destination matrices */ + pInT1 = pIn; + pInT2 = pOut; + + /* index used to check for pivot element */ + i = 0u; + + /* Loop over number of rows */ + /* to be replaced by the sum of that row and a multiple of row i */ + k = numRows; + + while(k > 0u) + { + /* Check for the pivot element */ + if(i == l) + { + /* If the processing element is the pivot element, + only the columns to the right are to be processed */ + pInT1 += numCols - l; + + pInT2 += numCols; + } + else + { + /* Element of the reference row */ + in = *pInT1; + + /* Working pointers for input and destination pivot rows */ + pPRT_in = pPivotRowIn; + pPRT_pDst = pPivotRowDst; + + /* Loop over the number of columns to the right of the pivot element, + to replace the elements in the input matrix */ + j = (numCols - l); + + while(j > 0u) + { + /* Replace the element by the sum of that row + and a multiple of the reference row */ + in1 = *pInT1; + *pInT1++ = in1 - (in * *pPRT_in++); + + /* Decrement the loop counter */ + j--; + } + + /* Loop over the number of columns to + replace the elements in the destination matrix */ + j = numCols; + + while(j > 0u) + { + /* Replace the element by the sum of that row + and a multiple of the reference row */ + in1 = *pInT2; + *pInT2++ = in1 - (in * *pPRT_pDst++); + + /* Decrement the loop counter */ + j--; + } + + } + + /* Increment the temporary input pointer */ + pInT1 = pInT1 + l; + + /* Decrement the loop counter */ + k--; + + /* Increment the pivot index */ + i++; + } + + /* Increment the input pointer */ + pIn++; + + /* Decrement the loop counter */ + loopCnt--; + + /* Increment the index modifier */ + l++; + } + + +#else + + /* Run the below code for Cortex-M0 */ + + float64_t Xchg, in = 0.0f; /* Temporary input values */ + uint32_t i, rowCnt, flag = 0u, j, loopCnt, k, l; /* loop counters */ + 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 */ + { + + /*-------------------------------------------------------------------------------------------------------------- + * Matrix Inverse can be solved using elementary row operations. + * + * Gauss-Jordan Method: + * + * 1. First combine the identity matrix and the input matrix separated by a bar to form an + * augmented matrix as follows: + * _ _ _ _ _ _ _ _ + * | | a11 a12 | | | 1 0 | | | X11 X12 | + * | | | | | | | = | | + * |_ |_ a21 a22 _| | |_0 1 _| _| |_ X21 X21 _| + * + * 2. In our implementation, pDst Matrix is used as identity matrix. + * + * 3. Begin with the first row. Let i = 1. + * + * 4. Check to see if the pivot for row i is zero. + * The pivot is the element of the main diagonal that is on the current row. + * For instance, if working with row i, then the pivot element is aii. + * If the pivot is zero, exchange that row with a row below it that does not + * contain a zero in column i. If this is not possible, then an inverse + * to that matrix does not exist. + * + * 5. Divide every element of row i by the pivot. + * + * 6. For every row below and row i, replace that row with the sum of that row and + * a multiple of row i so that each new element in column i below row i is zero. + * + * 7. Move to the next row and column and repeat steps 2 through 5 until you have zeros + * for every element below and above the main diagonal. + * + * 8. Now an identical matrix is formed to the left of the bar(input matrix, src). + * Therefore, the matrix to the right of the bar is our solution(dst matrix, dst). + *----------------------------------------------------------------------------------------------------------------*/ + + /* Working pointer for destination matrix */ + pOutT1 = pOut; + + /* Loop over the number of rows */ + rowCnt = numRows; + + /* Making the destination matrix as identity matrix */ + while(rowCnt > 0u) + { + /* Writing all zeroes in lower triangle of the destination matrix */ + j = numRows - rowCnt; + while(j > 0u) + { + *pOutT1++ = 0.0f; + j--; + } + + /* Writing all ones in the diagonal of the destination matrix */ + *pOutT1++ = 1.0f; + + /* Writing all zeroes in upper triangle of the destination matrix */ + j = rowCnt - 1u; + while(j > 0u) + { + *pOutT1++ = 0.0f; + j--; + } + + /* Decrement the loop counter */ + rowCnt--; + } + + /* Loop over the number of columns of the input matrix. + All the elements in each column are processed by the row operations */ + loopCnt = numCols; + + /* Index modifier to navigate through the columns */ + l = 0u; + //for(loopCnt = 0u; loopCnt < numCols; loopCnt++) + while(loopCnt > 0u) + { + /* Check if the pivot element is zero.. + * If it is zero then interchange the row with non zero row below. + * If there is no non zero element to replace in the rows below, + * then the matrix is Singular. */ + + /* Working pointer for the input matrix that points + * to the pivot element of the particular row */ + pInT1 = pIn + (l * numCols); + + /* Working pointer for the destination matrix that points + * to the pivot element of the particular row */ + pOutT1 = pOut + (l * numCols); + + /* Temporary variable to hold the pivot value */ + in = *pInT1; + + /* Destination pointer modifier */ + k = 1u; + + /* Check if the pivot element is zero */ + if(*pInT1 == 0.0f) + { + /* Loop over the number rows present below */ + for (i = (l + 1u); i < numRows; i++) + { + /* Update the input and destination pointers */ + pInT2 = pInT1 + (numCols * l); + pOutT2 = pOutT1 + (numCols * k); + + /* Check if there is a non zero pivot element to + * replace in the rows below */ + if(*pInT2 != 0.0f) + { + /* Loop over number of columns + * to the right of the pilot element */ + for (j = 0u; j < (numCols - l); j++) + { + /* Exchange the row elements of the input matrix */ + Xchg = *pInT2; + *pInT2++ = *pInT1; + *pInT1++ = Xchg; + } + + for (j = 0u; j < numCols; j++) + { + Xchg = *pOutT2; + *pOutT2++ = *pOutT1; + *pOutT1++ = Xchg; + } + + /* Flag to indicate whether exchange is done or not */ + flag = 1u; + + /* Break after exchange is done */ + break; + } + + /* Update the destination pointer modifier */ + k++; + } + } + + /* Update the status if the matrix is singular */ + if((flag != 1u) && (in == 0.0f)) + { + return ARM_MATH_SINGULAR; + } + + /* Points to the pivot row of input and destination matrices */ + pPivotRowIn = pIn + (l * numCols); + pPivotRowDst = pOut + (l * numCols); + + /* Temporary pointers to the pivot row pointers */ + pInT1 = pPivotRowIn; + pOutT1 = pPivotRowDst; + + /* Pivot element of the row */ + in = *(pIn + (l * numCols)); + + /* Loop over number of columns + * to the right of the pilot element */ + for (j = 0u; j < (numCols - l); j++) + { + /* Divide each element of the row of the input matrix + * by the pivot element */ + *pInT1 = *pInT1 / in; + pInT1++; + } + for (j = 0u; j < numCols; j++) + { + /* Divide each element of the row of the destination matrix + * by the pivot element */ + *pOutT1 = *pOutT1 / in; + pOutT1++; + } + + /* Replace the rows with the sum of that row and a multiple of row i + * so that each new element in column i above row i is zero.*/ + + /* Temporary pointers for input and destination matrices */ + pInT1 = pIn; + pOutT1 = pOut; + + for (i = 0u; i < numRows; i++) + { + /* Check for the pivot element */ + if(i == l) + { + /* If the processing element is the pivot element, + only the columns to the right are to be processed */ + pInT1 += numCols - l; + pOutT1 += numCols; + } + else + { + /* Element of the reference row */ + in = *pInT1; + + /* Working pointers for input and destination pivot rows */ + pPRT_in = pPivotRowIn; + pPRT_pDst = pPivotRowDst; + + /* Loop over the number of columns to the right of the pivot element, + to replace the elements in the input matrix */ + for (j = 0u; j < (numCols - l); j++) + { + /* Replace the element by the sum of that row + and a multiple of the reference row */ + *pInT1 = *pInT1 - (in * *pPRT_in++); + pInT1++; + } + /* Loop over the number of columns to + replace the elements in the destination matrix */ + for (j = 0u; j < numCols; j++) + { + /* Replace the element by the sum of that row + and a multiple of the reference row */ + *pOutT1 = *pOutT1 - (in * *pPRT_pDst++); + pOutT1++; + } + + } + /* Increment the temporary input pointer */ + pInT1 = pInT1 + l; + } + /* Increment the input pointer */ + pIn++; + + /* Decrement the loop counter */ + loopCnt--; + /* Increment the index modifier */ + l++; + } + + +#endif /* #ifndef ARM_MATH_CM0_FAMILY */ + + /* Set status as ARM_MATH_SUCCESS */ + status = ARM_MATH_SUCCESS; + + if((flag != 1u) && (in == 0.0f)) + { + pIn = pSrc->pData; + for (i = 0; i < numRows * numCols; i++) + { + if (pIn[i] != 0.0f) + break; + } + + if (i == numRows * numCols) + status = ARM_MATH_SINGULAR; + } + } + /* Return to application */ + return (status); +} + +/** + * @} end of MatrixInv group + */ |