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- /* ----------------------------------------------------------------------
- * Copyright (C) 2010-2014 ARM Limited. All rights reserved.
- *
- * $Date: 12. March 2014
- * $Revision: V1.4.4
- *
- * Project: CMSIS DSP Library
- * Title: arm_mat_inverse_f32.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_f32(
- const arm_matrix_instance_f32 * pSrc,
- arm_matrix_instance_f32 * pDst)
- {
- float32_t *pIn = pSrc->pData; /* input data matrix pointer */
- float32_t *pOut = pDst->pData; /* output data matrix pointer */
- float32_t *pInT1, *pInT2; /* Temporary input data matrix pointer */
- float32_t *pOutT1, *pOutT2; /* Temporary output data matrix pointer */
- float32_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
- float32_t maxC; /* maximum value in the column */
- /* Run the below code for Cortex-M4 and Cortex-M3 */
- float32_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 */
- float32_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))
- {
- status = ARM_MATH_SINGULAR;
- }
- }
- /* Return to application */
- return (status);
- }
- /**
- * @} end of MatrixInv group
- */
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