mirror of
https://github.com/Relintai/pandemonium_engine.git
synced 2024-12-29 15:17:11 +01:00
208 lines
9.9 KiB
C
208 lines
9.9 KiB
C
/***********************************************************************
|
|
Copyright (c) 2006-2011, Skype Limited. All rights reserved.
|
|
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 Internet Society, IETF or IETF Trust, nor the
|
|
names of specific 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.
|
|
***********************************************************************/
|
|
|
|
#ifdef HAVE_CONFIG_H
|
|
#include "config.h"
|
|
#endif
|
|
|
|
#include "main_FLP.h"
|
|
#include "tuning_parameters.h"
|
|
|
|
/**********************************************************************
|
|
* LDL Factorisation. Finds the upper triangular matrix L and the diagonal
|
|
* Matrix D (only the diagonal elements returned in a vector)such that
|
|
* the symmetric matric A is given by A = L*D*L'.
|
|
**********************************************************************/
|
|
static OPUS_INLINE void silk_LDL_FLP(
|
|
silk_float *A, /* I/O Pointer to Symetric Square Matrix */
|
|
opus_int M, /* I Size of Matrix */
|
|
silk_float *L, /* I/O Pointer to Square Upper triangular Matrix */
|
|
silk_float *Dinv /* I/O Pointer to vector holding the inverse diagonal elements of D */
|
|
);
|
|
|
|
/**********************************************************************
|
|
* Function to solve linear equation Ax = b, when A is a MxM lower
|
|
* triangular matrix, with ones on the diagonal.
|
|
**********************************************************************/
|
|
static OPUS_INLINE void silk_SolveWithLowerTriangularWdiagOnes_FLP(
|
|
const silk_float *L, /* I Pointer to Lower Triangular Matrix */
|
|
opus_int M, /* I Dim of Matrix equation */
|
|
const silk_float *b, /* I b Vector */
|
|
silk_float *x /* O x Vector */
|
|
);
|
|
|
|
/**********************************************************************
|
|
* Function to solve linear equation (A^T)x = b, when A is a MxM lower
|
|
* triangular, with ones on the diagonal. (ie then A^T is upper triangular)
|
|
**********************************************************************/
|
|
static OPUS_INLINE void silk_SolveWithUpperTriangularFromLowerWdiagOnes_FLP(
|
|
const silk_float *L, /* I Pointer to Lower Triangular Matrix */
|
|
opus_int M, /* I Dim of Matrix equation */
|
|
const silk_float *b, /* I b Vector */
|
|
silk_float *x /* O x Vector */
|
|
);
|
|
|
|
/**********************************************************************
|
|
* Function to solve linear equation Ax = b, when A is a MxM
|
|
* symmetric square matrix - using LDL factorisation
|
|
**********************************************************************/
|
|
void silk_solve_LDL_FLP(
|
|
silk_float *A, /* I/O Symmetric square matrix, out: reg. */
|
|
const opus_int M, /* I Size of matrix */
|
|
const silk_float *b, /* I Pointer to b vector */
|
|
silk_float *x /* O Pointer to x solution vector */
|
|
)
|
|
{
|
|
opus_int i;
|
|
silk_float L[ MAX_MATRIX_SIZE ][ MAX_MATRIX_SIZE ];
|
|
silk_float T[ MAX_MATRIX_SIZE ];
|
|
silk_float Dinv[ MAX_MATRIX_SIZE ]; /* inverse diagonal elements of D*/
|
|
|
|
silk_assert( M <= MAX_MATRIX_SIZE );
|
|
|
|
/***************************************************
|
|
Factorize A by LDL such that A = L*D*(L^T),
|
|
where L is lower triangular with ones on diagonal
|
|
****************************************************/
|
|
silk_LDL_FLP( A, M, &L[ 0 ][ 0 ], Dinv );
|
|
|
|
/****************************************************
|
|
* substitute D*(L^T) = T. ie:
|
|
L*D*(L^T)*x = b => L*T = b <=> T = inv(L)*b
|
|
******************************************************/
|
|
silk_SolveWithLowerTriangularWdiagOnes_FLP( &L[ 0 ][ 0 ], M, b, T );
|
|
|
|
/****************************************************
|
|
D*(L^T)*x = T <=> (L^T)*x = inv(D)*T, because D is
|
|
diagonal just multiply with 1/d_i
|
|
****************************************************/
|
|
for( i = 0; i < M; i++ ) {
|
|
T[ i ] = T[ i ] * Dinv[ i ];
|
|
}
|
|
/****************************************************
|
|
x = inv(L') * inv(D) * T
|
|
*****************************************************/
|
|
silk_SolveWithUpperTriangularFromLowerWdiagOnes_FLP( &L[ 0 ][ 0 ], M, T, x );
|
|
}
|
|
|
|
static OPUS_INLINE void silk_SolveWithUpperTriangularFromLowerWdiagOnes_FLP(
|
|
const silk_float *L, /* I Pointer to Lower Triangular Matrix */
|
|
opus_int M, /* I Dim of Matrix equation */
|
|
const silk_float *b, /* I b Vector */
|
|
silk_float *x /* O x Vector */
|
|
)
|
|
{
|
|
opus_int i, j;
|
|
silk_float temp;
|
|
const silk_float *ptr1;
|
|
|
|
for( i = M - 1; i >= 0; i-- ) {
|
|
ptr1 = matrix_adr( L, 0, i, M );
|
|
temp = 0;
|
|
for( j = M - 1; j > i ; j-- ) {
|
|
temp += ptr1[ j * M ] * x[ j ];
|
|
}
|
|
temp = b[ i ] - temp;
|
|
x[ i ] = temp;
|
|
}
|
|
}
|
|
|
|
static OPUS_INLINE void silk_SolveWithLowerTriangularWdiagOnes_FLP(
|
|
const silk_float *L, /* I Pointer to Lower Triangular Matrix */
|
|
opus_int M, /* I Dim of Matrix equation */
|
|
const silk_float *b, /* I b Vector */
|
|
silk_float *x /* O x Vector */
|
|
)
|
|
{
|
|
opus_int i, j;
|
|
silk_float temp;
|
|
const silk_float *ptr1;
|
|
|
|
for( i = 0; i < M; i++ ) {
|
|
ptr1 = matrix_adr( L, i, 0, M );
|
|
temp = 0;
|
|
for( j = 0; j < i; j++ ) {
|
|
temp += ptr1[ j ] * x[ j ];
|
|
}
|
|
temp = b[ i ] - temp;
|
|
x[ i ] = temp;
|
|
}
|
|
}
|
|
|
|
static OPUS_INLINE void silk_LDL_FLP(
|
|
silk_float *A, /* I/O Pointer to Symetric Square Matrix */
|
|
opus_int M, /* I Size of Matrix */
|
|
silk_float *L, /* I/O Pointer to Square Upper triangular Matrix */
|
|
silk_float *Dinv /* I/O Pointer to vector holding the inverse diagonal elements of D */
|
|
)
|
|
{
|
|
opus_int i, j, k, loop_count, err = 1;
|
|
silk_float *ptr1, *ptr2;
|
|
double temp, diag_min_value;
|
|
silk_float v[ MAX_MATRIX_SIZE ], D[ MAX_MATRIX_SIZE ]; /* temp arrays*/
|
|
|
|
silk_assert( M <= MAX_MATRIX_SIZE );
|
|
|
|
diag_min_value = FIND_LTP_COND_FAC * 0.5f * ( A[ 0 ] + A[ M * M - 1 ] );
|
|
for( loop_count = 0; loop_count < M && err == 1; loop_count++ ) {
|
|
err = 0;
|
|
for( j = 0; j < M; j++ ) {
|
|
ptr1 = matrix_adr( L, j, 0, M );
|
|
temp = matrix_ptr( A, j, j, M ); /* element in row j column j*/
|
|
for( i = 0; i < j; i++ ) {
|
|
v[ i ] = ptr1[ i ] * D[ i ];
|
|
temp -= ptr1[ i ] * v[ i ];
|
|
}
|
|
if( temp < diag_min_value ) {
|
|
/* Badly conditioned matrix: add white noise and run again */
|
|
temp = ( loop_count + 1 ) * diag_min_value - temp;
|
|
for( i = 0; i < M; i++ ) {
|
|
matrix_ptr( A, i, i, M ) += ( silk_float )temp;
|
|
}
|
|
err = 1;
|
|
break;
|
|
}
|
|
D[ j ] = ( silk_float )temp;
|
|
Dinv[ j ] = ( silk_float )( 1.0f / temp );
|
|
matrix_ptr( L, j, j, M ) = 1.0f;
|
|
|
|
ptr1 = matrix_adr( A, j, 0, M );
|
|
ptr2 = matrix_adr( L, j + 1, 0, M);
|
|
for( i = j + 1; i < M; i++ ) {
|
|
temp = 0.0;
|
|
for( k = 0; k < j; k++ ) {
|
|
temp += ptr2[ k ] * v[ k ];
|
|
}
|
|
matrix_ptr( L, i, j, M ) = ( silk_float )( ( ptr1[ i ] - temp ) * Dinv[ j ] );
|
|
ptr2 += M; /* go to next column*/
|
|
}
|
|
}
|
|
}
|
|
silk_assert( err == 0 );
|
|
}
|
|
|