/* ---------------------------------------------------------------------- * Project: CMSIS DSP Library * Title: arm_householder_f32.c * Description: Floating-point Householder transform * * $Date: 15 June 2022 * $Revision: V1.11.0 * * Target Processor: Cortex-M and Cortex-A cores * -------------------------------------------------------------------- */ /* * Copyright (C) 2010-2022 ARM Limited or its affiliates. All rights reserved. * * SPDX-License-Identifier: Apache-2.0 * * Licensed under the Apache License, Version 2.0 (the License); you may * not use this file except in compliance with the License. * You may obtain a copy of the License at * * www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an AS IS BASIS, WITHOUT * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ #include "dsp/matrix_functions.h" #include "dsp/basic_math_functions.h" #include "dsp/fast_math_functions.h" #include "dsp/matrix_utils.h" #include /** @ingroup groupMatrix */ /** @defgroup MatrixHouseholder Householder transform of a vector Computes the Householder transform of a vector x. The Householder transform of x is a vector v with \f[ v_0 = 1 \f] and a scalar \f$\beta\f$ such that: \f[ P = I - \beta v v^T \f] is an orthogonal matrix and \f[ P x = ||x||_2 e_1 \f] So P is an hyperplane reflection such that the image of x is proportional to \f$e_1\f$. \f$e_1\f$ is the vector of coordinates: \f[ \begin{pmatrix} 1 \\ 0 \\ \vdots \\ \end{pmatrix} \f] If x is already proportional to \f$e_1\f$ then the matrix P should be the identity. Thus, \f$\beta\f$ should be 0 and in this case the vector v can also be null. But how do we detect that x is already proportional to \f$e_1\f$. If x \f[ x = \begin{pmatrix} x_0 \\ xr \\ \end{pmatrix} \f] where \f$xr\f$ is a vector. The algorithm is computing the norm squared of this vector: \f[ ||xr||^2 \f] and this value is compared to a `threshold`. If the value is smaller than the `threshold`, the algorithm is returning 0 for \f$\beta\f$ and the householder vector. This `threshold` is an argument of the function. Default values are provided in the header `dsp/matrix_functions.h` like for instance `DEFAULT_HOUSEHOLDER_THRESHOLD_F32` */ /** @addtogroup MatrixHouseholder @{ */ /** @brief Householder transform of a floating point vector. @param[in] pSrc points to the input vector. @param[in] threshold norm2 threshold. @param[in] blockSize dimension of the vector space. @param[out] pOut points to the output vector. @return beta return the scaling factor beta */ float32_t arm_householder_f32( const float32_t * pSrc, const float32_t threshold, uint32_t blockSize, float32_t * pOut ) { uint32_t i; float32_t epsilon; float32_t x1norm2,alpha; float32_t beta,tau,r; epsilon = threshold; alpha = pSrc[0]; for(i=1; i < blockSize; i++) { pOut[i] = pSrc[i]; } pOut[0] = 1.0f; arm_dot_prod_f32(pSrc+1,pSrc+1,blockSize-1,&x1norm2); if (x1norm2<=epsilon) { tau = 0.0f; memset(pOut,0,blockSize * sizeof(float32_t)); } else { beta = alpha * alpha + x1norm2; (void)arm_sqrt_f32(beta,&beta); if (alpha > 0.0f) { beta = -beta; } r = 1.0f / (alpha -beta); arm_scale_f32(pOut,r,pOut,blockSize); pOut[0] = 1.0f; tau = (beta - alpha) / beta; } return(tau); } /** @} end of MatrixHouseholder group */