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1 /*********************************************************************** |
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2 Copyright (c) 2006-2011, Skype Limited. All rights reserved. |
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3 Redistribution and use in source and binary forms, with or without |
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4 modification, are permitted provided that the following conditions |
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5 are met: |
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6 - Redistributions of source code must retain the above copyright notice, |
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7 this list of conditions and the following disclaimer. |
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8 - Redistributions in binary form must reproduce the above copyright |
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9 notice, this list of conditions and the following disclaimer in the |
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10 documentation and/or other materials provided with the distribution. |
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11 - Neither the name of Internet Society, IETF or IETF Trust, nor the |
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12 names of specific contributors, may be used to endorse or promote |
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13 products derived from this software without specific prior written |
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14 permission. |
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15 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
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16 AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
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17 IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE |
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18 ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE |
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19 LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR |
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20 CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF |
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21 SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS |
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22 INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN |
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23 CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) |
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24 ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE |
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25 POSSIBILITY OF SUCH DAMAGE. |
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26 ***********************************************************************/ |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include "config.h" |
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30 #endif |
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31 |
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32 #include "main_FLP.h" |
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33 #include "tuning_parameters.h" |
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34 |
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35 /********************************************************************** |
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36 * LDL Factorisation. Finds the upper triangular matrix L and the diagonal |
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37 * Matrix D (only the diagonal elements returned in a vector)such that |
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38 * the symmetric matric A is given by A = L*D*L'. |
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39 **********************************************************************/ |
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40 static OPUS_INLINE void silk_LDL_FLP( |
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41 silk_float *A, /* I/O Pointer to Symetric Square Matrix */ |
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42 opus_int M, /* I Size of Matrix */ |
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43 silk_float *L, /* I/O Pointer to Square Upper triangular Matrix */ |
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44 silk_float *Dinv /* I/O Pointer to vector holding the inverse diagonal elements of D */ |
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45 ); |
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46 |
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47 /********************************************************************** |
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48 * Function to solve linear equation Ax = b, when A is a MxM lower |
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49 * triangular matrix, with ones on the diagonal. |
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50 **********************************************************************/ |
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51 static OPUS_INLINE void silk_SolveWithLowerTriangularWdiagOnes_FLP( |
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52 const silk_float *L, /* I Pointer to Lower Triangular Matrix */ |
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53 opus_int M, /* I Dim of Matrix equation */ |
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54 const silk_float *b, /* I b Vector */ |
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55 silk_float *x /* O x Vector */ |
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56 ); |
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57 |
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58 /********************************************************************** |
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59 * Function to solve linear equation (A^T)x = b, when A is a MxM lower |
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60 * triangular, with ones on the diagonal. (ie then A^T is upper triangular) |
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61 **********************************************************************/ |
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62 static OPUS_INLINE void silk_SolveWithUpperTriangularFromLowerWdiagOnes_FLP( |
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63 const silk_float *L, /* I Pointer to Lower Triangular Matrix */ |
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64 opus_int M, /* I Dim of Matrix equation */ |
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65 const silk_float *b, /* I b Vector */ |
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66 silk_float *x /* O x Vector */ |
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67 ); |
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68 |
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69 /********************************************************************** |
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70 * Function to solve linear equation Ax = b, when A is a MxM |
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71 * symmetric square matrix - using LDL factorisation |
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72 **********************************************************************/ |
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73 void silk_solve_LDL_FLP( |
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74 silk_float *A, /* I/O Symmetric square matrix, out: reg. */ |
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75 const opus_int M, /* I Size of matrix */ |
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76 const silk_float *b, /* I Pointer to b vector */ |
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77 silk_float *x /* O Pointer to x solution vector */ |
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78 ) |
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79 { |
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80 opus_int i; |
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81 silk_float L[ MAX_MATRIX_SIZE ][ MAX_MATRIX_SIZE ]; |
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82 silk_float T[ MAX_MATRIX_SIZE ]; |
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83 silk_float Dinv[ MAX_MATRIX_SIZE ]; /* inverse diagonal elements of D*/ |
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84 |
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85 silk_assert( M <= MAX_MATRIX_SIZE ); |
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86 |
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87 /*************************************************** |
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88 Factorize A by LDL such that A = L*D*(L^T), |
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89 where L is lower triangular with ones on diagonal |
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90 ****************************************************/ |
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91 silk_LDL_FLP( A, M, &L[ 0 ][ 0 ], Dinv ); |
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92 |
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93 /**************************************************** |
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94 * substitute D*(L^T) = T. ie: |
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95 L*D*(L^T)*x = b => L*T = b <=> T = inv(L)*b |
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96 ******************************************************/ |
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97 silk_SolveWithLowerTriangularWdiagOnes_FLP( &L[ 0 ][ 0 ], M, b, T ); |
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98 |
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99 /**************************************************** |
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100 D*(L^T)*x = T <=> (L^T)*x = inv(D)*T, because D is |
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101 diagonal just multiply with 1/d_i |
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102 ****************************************************/ |
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103 for( i = 0; i < M; i++ ) { |
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104 T[ i ] = T[ i ] * Dinv[ i ]; |
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105 } |
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106 /**************************************************** |
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107 x = inv(L') * inv(D) * T |
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108 *****************************************************/ |
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109 silk_SolveWithUpperTriangularFromLowerWdiagOnes_FLP( &L[ 0 ][ 0 ], M, T, x ); |
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110 } |
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111 |
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112 static OPUS_INLINE void silk_SolveWithUpperTriangularFromLowerWdiagOnes_FLP( |
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113 const silk_float *L, /* I Pointer to Lower Triangular Matrix */ |
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114 opus_int M, /* I Dim of Matrix equation */ |
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115 const silk_float *b, /* I b Vector */ |
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116 silk_float *x /* O x Vector */ |
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117 ) |
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118 { |
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119 opus_int i, j; |
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120 silk_float temp; |
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121 const silk_float *ptr1; |
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122 |
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123 for( i = M - 1; i >= 0; i-- ) { |
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124 ptr1 = matrix_adr( L, 0, i, M ); |
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125 temp = 0; |
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126 for( j = M - 1; j > i ; j-- ) { |
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127 temp += ptr1[ j * M ] * x[ j ]; |
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128 } |
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129 temp = b[ i ] - temp; |
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130 x[ i ] = temp; |
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131 } |
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132 } |
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133 |
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134 static OPUS_INLINE void silk_SolveWithLowerTriangularWdiagOnes_FLP( |
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135 const silk_float *L, /* I Pointer to Lower Triangular Matrix */ |
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136 opus_int M, /* I Dim of Matrix equation */ |
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137 const silk_float *b, /* I b Vector */ |
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138 silk_float *x /* O x Vector */ |
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139 ) |
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140 { |
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141 opus_int i, j; |
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142 silk_float temp; |
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143 const silk_float *ptr1; |
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144 |
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145 for( i = 0; i < M; i++ ) { |
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146 ptr1 = matrix_adr( L, i, 0, M ); |
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147 temp = 0; |
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148 for( j = 0; j < i; j++ ) { |
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149 temp += ptr1[ j ] * x[ j ]; |
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150 } |
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151 temp = b[ i ] - temp; |
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152 x[ i ] = temp; |
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153 } |
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154 } |
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155 |
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156 static OPUS_INLINE void silk_LDL_FLP( |
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157 silk_float *A, /* I/O Pointer to Symetric Square Matrix */ |
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158 opus_int M, /* I Size of Matrix */ |
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159 silk_float *L, /* I/O Pointer to Square Upper triangular Matrix */ |
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160 silk_float *Dinv /* I/O Pointer to vector holding the inverse diagonal elements of D */ |
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161 ) |
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162 { |
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163 opus_int i, j, k, loop_count, err = 1; |
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164 silk_float *ptr1, *ptr2; |
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165 double temp, diag_min_value; |
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166 silk_float v[ MAX_MATRIX_SIZE ], D[ MAX_MATRIX_SIZE ]; /* temp arrays*/ |
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167 |
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168 silk_assert( M <= MAX_MATRIX_SIZE ); |
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169 |
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170 diag_min_value = FIND_LTP_COND_FAC * 0.5f * ( A[ 0 ] + A[ M * M - 1 ] ); |
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171 for( loop_count = 0; loop_count < M && err == 1; loop_count++ ) { |
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172 err = 0; |
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173 for( j = 0; j < M; j++ ) { |
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174 ptr1 = matrix_adr( L, j, 0, M ); |
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175 temp = matrix_ptr( A, j, j, M ); /* element in row j column j*/ |
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176 for( i = 0; i < j; i++ ) { |
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177 v[ i ] = ptr1[ i ] * D[ i ]; |
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178 temp -= ptr1[ i ] * v[ i ]; |
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179 } |
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180 if( temp < diag_min_value ) { |
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181 /* Badly conditioned matrix: add white noise and run again */ |
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182 temp = ( loop_count + 1 ) * diag_min_value - temp; |
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183 for( i = 0; i < M; i++ ) { |
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184 matrix_ptr( A, i, i, M ) += ( silk_float )temp; |
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185 } |
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186 err = 1; |
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187 break; |
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188 } |
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189 D[ j ] = ( silk_float )temp; |
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190 Dinv[ j ] = ( silk_float )( 1.0f / temp ); |
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191 matrix_ptr( L, j, j, M ) = 1.0f; |
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192 |
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193 ptr1 = matrix_adr( A, j, 0, M ); |
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194 ptr2 = matrix_adr( L, j + 1, 0, M); |
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195 for( i = j + 1; i < M; i++ ) { |
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196 temp = 0.0; |
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197 for( k = 0; k < j; k++ ) { |
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198 temp += ptr2[ k ] * v[ k ]; |
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199 } |
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200 matrix_ptr( L, i, j, M ) = ( silk_float )( ( ptr1[ i ] - temp ) * Dinv[ j ] ); |
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201 ptr2 += M; /* go to next column*/ |
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202 } |
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203 } |
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204 } |
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205 silk_assert( err == 0 ); |
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206 } |
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207 |