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<a href="#func-members">Functions</a> </div>
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<div class="headertitle"><div class="title">Cholesky and LDLT decompositions<div class="ingroups"><a class="el" href="group__groupMatrix.html">Matrix Functions</a></div></div></div>
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</div><!--header-->
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<table class="memberdecls">
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a id="func-members" name="func-members"></a>
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Functions</h2></td></tr>
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<tr class="memitem:gaf94a1d82b0f71856e0eecb87675a5427"><td class="memItemLeft" align="right" valign="top"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__MatrixChol.html#gaf94a1d82b0f71856e0eecb87675a5427">arm_mat_cholesky_f16</a> (const <a class="el" href="structarm__matrix__instance__f16.html">arm_matrix_instance_f16</a> *pSrc, <a class="el" href="structarm__matrix__instance__f16.html">arm_matrix_instance_f16</a> *pDst)</td></tr>
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<tr class="memdesc:gaf94a1d82b0f71856e0eecb87675a5427"><td class="mdescLeft"> </td><td class="mdescRight">Floating-point Cholesky decomposition of positive-definite matrix. <a href="group__MatrixChol.html#gaf94a1d82b0f71856e0eecb87675a5427">More...</a><br /></td></tr>
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<tr class="separator:gaf94a1d82b0f71856e0eecb87675a5427"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:ga93fb3e349876dfa93658a73114341290"><td class="memItemLeft" align="right" valign="top"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__MatrixChol.html#ga93fb3e349876dfa93658a73114341290">arm_mat_cholesky_f32</a> (const <a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> *pSrc, <a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> *pDst)</td></tr>
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<tr class="memdesc:ga93fb3e349876dfa93658a73114341290"><td class="mdescLeft"> </td><td class="mdescRight">Floating-point Cholesky decomposition of positive-definite matrix. <a href="group__MatrixChol.html#ga93fb3e349876dfa93658a73114341290">More...</a><br /></td></tr>
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<tr class="separator:ga93fb3e349876dfa93658a73114341290"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:gadea9a5bd7f46d2dc604799b653fd8cdf"><td class="memItemLeft" align="right" valign="top"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__MatrixChol.html#gadea9a5bd7f46d2dc604799b653fd8cdf">arm_mat_cholesky_f64</a> (const <a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> *pSrc, <a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> *pDst)</td></tr>
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<tr class="memdesc:gadea9a5bd7f46d2dc604799b653fd8cdf"><td class="mdescLeft"> </td><td class="mdescRight">Floating-point Cholesky decomposition of positive-definite matrix. <a href="group__MatrixChol.html#gadea9a5bd7f46d2dc604799b653fd8cdf">More...</a><br /></td></tr>
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<tr class="separator:gadea9a5bd7f46d2dc604799b653fd8cdf"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:ga1d834976c8687e4925e5a061d65668c4"><td class="memItemLeft" align="right" valign="top"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__MatrixChol.html#ga1d834976c8687e4925e5a061d65668c4">arm_mat_ldlt_f32</a> (const <a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> *pSrc, <a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> *pl, <a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> *pd, uint16_t *pp)</td></tr>
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<tr class="memdesc:ga1d834976c8687e4925e5a061d65668c4"><td class="mdescLeft"> </td><td class="mdescRight">Floating-point LDL^t decomposition of positive semi-definite matrix. <a href="group__MatrixChol.html#ga1d834976c8687e4925e5a061d65668c4">More...</a><br /></td></tr>
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<tr class="separator:ga1d834976c8687e4925e5a061d65668c4"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:gabc7f0d81b9d1e4899ca47d13775bbbc1"><td class="memItemLeft" align="right" valign="top"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="group__MatrixChol.html#gabc7f0d81b9d1e4899ca47d13775bbbc1">arm_mat_ldlt_f64</a> (const <a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> *pSrc, <a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> *pl, <a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> *pd, uint16_t *pp)</td></tr>
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<tr class="memdesc:gabc7f0d81b9d1e4899ca47d13775bbbc1"><td class="mdescLeft"> </td><td class="mdescRight">Floating-point LDL^t decomposition of positive semi-definite matrix. <a href="group__MatrixChol.html#gabc7f0d81b9d1e4899ca47d13775bbbc1">More...</a><br /></td></tr>
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<tr class="separator:gabc7f0d81b9d1e4899ca47d13775bbbc1"><td class="memSeparator" colspan="2"> </td></tr>
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</table>
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<a name="details" id="details"></a><h2 class="groupheader">Description</h2>
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<p >Computes the Cholesky or LL^t decomposition of a matrix.</p>
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<p >If the input matrix does not have a decomposition, then the algorithm terminates and returns error status ARM_MATH_DECOMPOSITION_FAILURE. </p>
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<h2 class="groupheader">Function Documentation</h2>
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<a id="gaf94a1d82b0f71856e0eecb87675a5427" name="gaf94a1d82b0f71856e0eecb87675a5427"></a>
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<h2 class="memtitle"><span class="permalink"><a href="#gaf94a1d82b0f71856e0eecb87675a5427">◆ </a></span>arm_mat_cholesky_f16()</h2>
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<td class="memname"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> arm_mat_cholesky_f16 </td>
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<td>(</td>
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<td class="paramtype">const <a class="el" href="structarm__matrix__instance__f16.html">arm_matrix_instance_f16</a> * </td>
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<td class="paramname"><em>pSrc</em>, </td>
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<td class="paramtype"><a class="el" href="structarm__matrix__instance__f16.html">arm_matrix_instance_f16</a> * </td>
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<td class="paramname"><em>pDst</em> </td>
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<td></td>
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<td>)</td>
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<p >Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix.</p>
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<dl class="params"><dt>Parameters</dt><dd>
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<table class="params">
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<tr><td class="paramdir">[in]</td><td class="paramname">pSrc</td><td>points to the instance of the input floating-point matrix structure. </td></tr>
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<tr><td class="paramdir">[out]</td><td class="paramname">pDst</td><td>points to the instance of the output floating-point matrix structure. </td></tr>
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</table>
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</dd>
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</dl>
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<dl class="section return"><dt>Returns</dt><dd>The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. </dd>
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<dd>
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execution status<ul>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a9f8b2a10bd827fb4600e77d455902eb0">ARM_MATH_SUCCESS</a> : Operation successful</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a7071b92f1f6bc3c5c312a237ea91105b">ARM_MATH_SIZE_MISMATCH</a> : Matrix size check failed</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6af176673ca62a9fc570f0366808903a31">ARM_MATH_DECOMPOSITION_FAILURE</a> : Input matrix cannot be decomposed </li>
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</ul>
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</dd></dl>
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<dl class="section user"><dt></dt><dd>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 = L L^t </dd></dl>
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</div>
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</div>
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<a id="ga93fb3e349876dfa93658a73114341290" name="ga93fb3e349876dfa93658a73114341290"></a>
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<h2 class="memtitle"><span class="permalink"><a href="#ga93fb3e349876dfa93658a73114341290">◆ </a></span>arm_mat_cholesky_f32()</h2>
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<div class="memitem">
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<td class="memname"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> arm_mat_cholesky_f32 </td>
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<td>(</td>
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<td class="paramtype">const <a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> * </td>
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<td class="paramname"><em>pSrc</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> * </td>
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<td class="paramname"><em>pDst</em> </td>
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</tr>
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<tr>
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<td></td>
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<td>)</td>
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<td></td><td></td>
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</table>
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</div><div class="memdoc">
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<p >Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix.</p>
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<dl class="params"><dt>Parameters</dt><dd>
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<table class="params">
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<tr><td class="paramdir">[in]</td><td class="paramname">pSrc</td><td>points to the instance of the input floating-point matrix structure. </td></tr>
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<tr><td class="paramdir">[out]</td><td class="paramname">pDst</td><td>points to the instance of the output floating-point matrix structure. </td></tr>
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</table>
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</dd>
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</dl>
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<dl class="section return"><dt>Returns</dt><dd>The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. </dd>
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<dd>
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execution status<ul>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a9f8b2a10bd827fb4600e77d455902eb0">ARM_MATH_SUCCESS</a> : Operation successful</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a7071b92f1f6bc3c5c312a237ea91105b">ARM_MATH_SIZE_MISMATCH</a> : Matrix size check failed</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6af176673ca62a9fc570f0366808903a31">ARM_MATH_DECOMPOSITION_FAILURE</a> : Input matrix cannot be decomposed </li>
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</ul>
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</dd></dl>
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<dl class="section user"><dt></dt><dd>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 L such that A = L L^t </dd></dl>
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</div>
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</div>
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<a id="gadea9a5bd7f46d2dc604799b653fd8cdf" name="gadea9a5bd7f46d2dc604799b653fd8cdf"></a>
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<h2 class="memtitle"><span class="permalink"><a href="#gadea9a5bd7f46d2dc604799b653fd8cdf">◆ </a></span>arm_mat_cholesky_f64()</h2>
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<td class="memname"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> arm_mat_cholesky_f64 </td>
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<td>(</td>
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<td class="paramtype">const <a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> * </td>
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<td class="paramname"><em>pSrc</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype"><a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> * </td>
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<td class="paramname"><em>pDst</em> </td>
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<td></td>
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</div><div class="memdoc">
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<p >Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix.</p>
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<dl class="params"><dt>Parameters</dt><dd>
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<table class="params">
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<tr><td class="paramdir">[in]</td><td class="paramname">pSrc</td><td>points to the instance of the input floating-point matrix structure. </td></tr>
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<tr><td class="paramdir">[out]</td><td class="paramname">pDst</td><td>points to the instance of the output floating-point matrix structure. </td></tr>
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</table>
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</dd>
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</dl>
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<dl class="section return"><dt>Returns</dt><dd>The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. </dd>
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<dd>
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execution status<ul>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a9f8b2a10bd827fb4600e77d455902eb0">ARM_MATH_SUCCESS</a> : Operation successful</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a7071b92f1f6bc3c5c312a237ea91105b">ARM_MATH_SIZE_MISMATCH</a> : Matrix size check failed</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6af176673ca62a9fc570f0366808903a31">ARM_MATH_DECOMPOSITION_FAILURE</a> : Input matrix cannot be decomposed </li>
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</ul>
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</dd></dl>
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<dl class="section user"><dt></dt><dd>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 L such that A = L L^t </dd></dl>
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</div>
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</div>
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<a id="ga1d834976c8687e4925e5a061d65668c4" name="ga1d834976c8687e4925e5a061d65668c4"></a>
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<h2 class="memtitle"><span class="permalink"><a href="#ga1d834976c8687e4925e5a061d65668c4">◆ </a></span>arm_mat_ldlt_f32()</h2>
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<div class="memitem">
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<div class="memproto">
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<table class="memname">
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<tr>
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<td class="memname"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> arm_mat_ldlt_f32 </td>
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<td>(</td>
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<td class="paramtype">const <a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> * </td>
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<td class="paramname"><em>pSrc</em>, </td>
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</tr>
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<tr>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype"><a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> * </td>
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<td class="paramname"><em>pl</em>, </td>
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</tr>
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<tr>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype"><a class="el" href="structarm__matrix__instance__f32.html">arm_matrix_instance_f32</a> * </td>
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<td class="paramname"><em>pd</em>, </td>
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</tr>
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<tr>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype">uint16_t * </td>
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<td class="paramname"><em>pp</em> </td>
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</tr>
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<tr>
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<td></td>
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<td>)</td>
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<td></td><td></td>
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</tr>
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</table>
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</div><div class="memdoc">
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<p >Floating-point LDL decomposition of Symmetric Positive Semi-Definite Matrix.</p>
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<dl class="params"><dt>Parameters</dt><dd>
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<table class="params">
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<tr><td class="paramdir">[in]</td><td class="paramname">pSrc</td><td>points to the instance of the input floating-point matrix structure. </td></tr>
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<tr><td class="paramdir">[out]</td><td class="paramname">pl</td><td>points to the instance of the output floating-point triangular matrix structure. </td></tr>
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<tr><td class="paramdir">[out]</td><td class="paramname">pd</td><td>points to the instance of the output floating-point diagonal matrix structure. </td></tr>
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<tr><td class="paramdir">[out]</td><td class="paramname">pp</td><td>points to the instance of the output floating-point permutation vector. </td></tr>
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</table>
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</dd>
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</dl>
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<dl class="section return"><dt>Returns</dt><dd>The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. </dd>
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<dd>
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execution status<ul>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a9f8b2a10bd827fb4600e77d455902eb0">ARM_MATH_SUCCESS</a> : Operation successful</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a7071b92f1f6bc3c5c312a237ea91105b">ARM_MATH_SIZE_MISMATCH</a> : Matrix size check failed</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6af176673ca62a9fc570f0366808903a31">ARM_MATH_DECOMPOSITION_FAILURE</a> : Input matrix cannot be decomposed </li>
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</ul>
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</dd></dl>
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<dl class="section user"><dt></dt><dd>Computes the LDL^t decomposition of a matrix A such that P A P^t = L D L^t. </dd></dl>
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</div>
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</div>
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<a id="gabc7f0d81b9d1e4899ca47d13775bbbc1" name="gabc7f0d81b9d1e4899ca47d13775bbbc1"></a>
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<h2 class="memtitle"><span class="permalink"><a href="#gabc7f0d81b9d1e4899ca47d13775bbbc1">◆ </a></span>arm_mat_ldlt_f64()</h2>
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<div class="memitem">
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<div class="memproto">
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<table class="memname">
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<tr>
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<td class="memname"><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6">arm_status</a> arm_mat_ldlt_f64 </td>
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<td>(</td>
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<td class="paramtype">const <a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> * </td>
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<td class="paramname"><em>pSrc</em>, </td>
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</tr>
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<tr>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype"><a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> * </td>
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<td class="paramname"><em>pl</em>, </td>
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</tr>
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<tr>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype"><a class="el" href="structarm__matrix__instance__f64.html">arm_matrix_instance_f64</a> * </td>
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<td class="paramname"><em>pd</em>, </td>
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</tr>
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<tr>
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<td class="paramkey"></td>
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<td></td>
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<td class="paramtype">uint16_t * </td>
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<td class="paramname"><em>pp</em> </td>
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</tr>
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<tr>
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<td></td>
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<td>)</td>
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<td></td><td></td>
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</tr>
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</table>
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</div><div class="memdoc">
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<p >Floating-point LDL decomposition of Symmetric Positive Semi-Definite Matrix.</p>
|
|
<dl class="params"><dt>Parameters</dt><dd>
|
|
<table class="params">
|
|
<tr><td class="paramdir">[in]</td><td class="paramname">pSrc</td><td>points to the instance of the input floating-point matrix structure. </td></tr>
|
|
<tr><td class="paramdir">[out]</td><td class="paramname">pl</td><td>points to the instance of the output floating-point triangular matrix structure. </td></tr>
|
|
<tr><td class="paramdir">[out]</td><td class="paramname">pd</td><td>points to the instance of the output floating-point diagonal matrix structure. </td></tr>
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<tr><td class="paramdir">[out]</td><td class="paramname">pp</td><td>points to the instance of the output floating-point permutation vector. </td></tr>
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</table>
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</dd>
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</dl>
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<dl class="section return"><dt>Returns</dt><dd>The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match. </dd>
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<dd>
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execution status<ul>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a9f8b2a10bd827fb4600e77d455902eb0">ARM_MATH_SUCCESS</a> : Operation successful</li>
|
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6a7071b92f1f6bc3c5c312a237ea91105b">ARM_MATH_SIZE_MISMATCH</a> : Matrix size check failed</li>
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<li><a class="el" href="arm__math__types_8h.html#a5e459c6409dfcd2927bb8a57491d7cf6af176673ca62a9fc570f0366808903a31">ARM_MATH_DECOMPOSITION_FAILURE</a> : Input matrix cannot be decomposed </li>
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</ul>
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</dd></dl>
|
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<dl class="section user"><dt></dt><dd>Computes the LDL^t decomposition of a matrix A such that P A P^t = L D L^t. </dd></dl>
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</div>
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</div>
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