Diff: cmsis_dsp/MatrixFunctions/arm_mat_inverse_f32.c

Revision:

1:fdd22bb7aa52

Child:

2:da51fb522205

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/cmsis_dsp/MatrixFunctions/arm_mat_inverse_f32.c	Wed Nov 28 12:30:09 2012 +0000
@@ -0,0 +1,668 @@
+/* ----------------------------------------------------------------------    
+* Copyright (C) 2010 ARM Limited. All rights reserved.    
+*    
+* $Date:        15. February 2012  
+* $Revision:     V1.1.0  
+*    
+* Project:         CMSIS DSP Library    
+* Title:        arm_mat_inverse_f32.c    
+*    
+* Description:    Floating-point matrix inverse.    
+*    
+* Target Processor: Cortex-M4/Cortex-M3/Cortex-M0
+*  
+* Version 1.1.0 2012/02/15 
+*    Updated with more optimizations, bug fixes and minor API changes.  
+*   
+* Version 1.0.10 2011/7/15  
+*    Big Endian support added and Merged M0 and M3/M4 Source code.   
+*    
+* Version 1.0.3 2010/11/29   
+*    Re-organized the CMSIS folders and updated documentation.    
+*     
+* Version 1.0.2 2010/11/11    
+*    Documentation updated.     
+*    
+* Version 1.0.1 2010/10/05     
+*    Production release and review comments incorporated.    
+*    
+* Version 1.0.0 2010/09/20     
+*    Production release and review comments incorporated.    
+* -------------------------------------------------------------------- */
+
+#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 till 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 *pInT3, *pInT4;                      /* 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
+
+  /* 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 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, pSrc).    
+     *           Therefore, the matrix to the right of the bar is our solution(pDst matrix, pDst).    
+     *----------------------------------------------------------------------------------------------------------------*/
+
+    /* Working pointer for destination matrix */
+    pInT2 = 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)
+      {
+        *pInT2++ = 0.0f;
+        j--;
+      }
+
+      /* Writing all ones in the diagonal of the destination matrix */
+      *pInT2++ = 1.0f;
+
+      /* Writing all zeroes in upper triangle of the destination matrix */
+      j = rowCnt - 1u;
+      while(j > 0u)
+      {
+        *pInT2++ = 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  */
+      pInT3 = 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 */
+        i = numRows - (l + 1u);
+
+        while(i > 0u)
+        {
+          /* Update the input and destination pointers */
+          pInT2 = pInT1 + (numCols * l);
+          pInT4 = pInT3 + (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 */
+            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 = *pInT4;
+              *pInT4++ = *pInT3;
+              *pInT3++ = 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))
+      {
+        status = ARM_MATH_SINGULAR;
+
+        break;
+      }
+
+      /* 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 = *(pIn + (l * numCols));
+
+      /* 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 */
+    pInT2 = 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)
+      {
+        *pInT2++ = 0.0f;
+        j--;
+      }
+
+      /* Writing all ones in the diagonal of the destination matrix */
+      *pInT2++ = 1.0f;
+
+      /* Writing all zeroes in upper triangle of the destination matrix */
+      j = rowCnt - 1u;
+      while(j > 0u)
+      {
+        *pInT2++ = 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  */
+      pInT3 = 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);
+          pInT4 = pInT3 + (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 = *pInT4;
+              *pInT4++ = *pInT3;
+              *pInT3++ = 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))
+      {
+        status = ARM_MATH_SINGULAR;
+
+        break;
+      }
+
+      /* 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 = *(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;
+      }
+      for (j = 0u; j < numCols; j++)
+      {
+        /* Divide each element of the row of the destination matrix     
+         * by the pivot element */
+        *pInT2++ = *pInT2 / in;
+      }
+
+      /* 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;
+
+      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;
+          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 */
+          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++);
+          }
+          /* 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  */
+            *pInT2++ = *pInT2 - (in * *pPRT_pDst++);
+          }
+
+        }
+        /* 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 */
+
+    /* 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    
+ */