Computes the Cholesky or LDL^t decomposition of a matrix.
If the input matrix does not have a decomposition, then the algorithm terminates and returns error status ARM_MATH_DECOMPOSITION_FAILURE.
Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix.
- Parameters
-
[in] | pSrc | points to the instance of the input floating-point matrix structure. |
[out] | pDst | points to the instance of the output floating-point matrix structure. |
- Returns
- The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match.
-
execution status
- 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 = U U^t
Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix.
- Parameters
-
[in] | pSrc | points to the instance of the input floating-point matrix structure. |
[out] | pDst | points to the instance of the output floating-point matrix structure. |
- Returns
- The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match.
-
execution status
- 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 = U U^t
Floating-point Cholesky decomposition of Symmetric Positive Definite Matrix.
- Parameters
-
[in] | pSrc | points to the instance of the input floating-point matrix structure. |
[out] | pDst | points to the instance of the output floating-point matrix structure. |
- Returns
- The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match.
-
execution status
- 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 = U U^t
Floating-point LDL decomposition of Symmetric Positive Semi-Definite Matrix.
- Parameters
-
[in] | pSrc | points to the instance of the input floating-point matrix structure. |
[out] | pl | points to the instance of the output floating-point triangular matrix structure. |
[out] | pd | points to the instance of the output floating-point diagonal matrix structure. |
[out] | pp | points to the instance of the output floating-point permutation vector. |
- Returns
- The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match.
-
execution status
- Computes the LDL^t decomposition of a matrix A such that P A P^t = L D L^t.
Floating-point LDL decomposition of Symmetric Positive Semi-Definite Matrix.
- Parameters
-
[in] | pSrc | points to the instance of the input floating-point matrix structure. |
[out] | pl | points to the instance of the output floating-point triangular matrix structure. |
[out] | pd | points to the instance of the output floating-point diagonal matrix structure. |
[out] | pp | points to the instance of the output floating-point permutation vector. |
- Returns
- The function returns ARM_MATH_SIZE_MISMATCH, if the dimensions do not match.
-
execution status
- Computes the LDL^t decomposition of a matrix A such that P A P^t = L D L^t.