CholeskyDecomp

Performs Cholesky decomposition of a symmetric positive definite square matrix.

Syntax

Case 1: Matrix operation

IppStatus ippmCholeskyDecomp_m_32f(const Ipp32f* pSrc, int srcStride1, int srcStride2, Ipp32f* pDst, int dstStride1, int dstStride2, int widthHeight);

IppStatus ippmCholeskyDecomp_m_64f(const Ipp64f* pSrc, int srcStride1, int srcStride2, Ipp64f* pDst, int dstStride1, int dstStride2, int widthHeight);

IppStatus ippmCholeskyDecomp_m_32f_P(const Ipp32f** ppSrc, int srcRoiShift, Ipp32f** ppDst, int dstRoiShift, int widthHeight);

IppStatus ippmCholeskyDecomp_m_64f_P(const Ipp64f** ppSrc, int srcRoiShift, Ipp64f** ppDst, int dstRoiShift, int widthHeight);

Case 2: Matrix array operation

IppStatus ippmCholeskyDecomp_ma_32f(const Ipp32f* pSrc, int srcStride0, int srcStride1, int srcStride2, Ipp32f* pDst, int dstStride0, int dstStride1, int dstStride2, int widthHeight, int count);

IppStatus ippmCholeskyDecomp_ma_64f(const Ipp64f* pSrc, int srcStride0, int srcStride1, int srcStride2, Ipp64f* pDst, int dstStride0, int dstStride1, int dstStride2, int widthHeight, int count);

IppStatus ippmCholeskyDecomp_ma_32f_P(const Ipp32f** ppSrc, int srcRoiShift, int srcStride2, Ipp32f** ppDst, int dstRoiShift, int dstStride2, int widthHeight, int count);

IppStatus ippmCholeskyDecomp_ma_64f_P(const Ipp64f** ppSrc, int srcRoiShift, int srcStride2, Ipp64f** ppDst, int dstRoiShift, int dstStride2, int widthHeight, int count);

IppStatus ippmCholeskyDecomp_ma_32f_L(const Ipp32f** ppSrc, int srcRoiShift, int srcStride1, int srcStride2, Ipp32f** ppDst, int dstRoiShift, int dstStride1, int dstStride2, int widthHeight, int count);

IppStatus ippmCholeskyDecomp_ma_64f_L(const Ipp64f** ppSrc, int srcRoiShift, int srcStride1, int srcStride2, Ipp64f** ppDst, int dstRoiShift, int dstStride1, int dstStride2, int widthHeight, int count);

Parameters

pSrc, ppSrc

Pointer to the source matrix or array of matrices.

srcStride0

Stride between the matrices in the source array.

srcStride1

Stride between the rows in the source matrix(ces).

srcStride2

Stride between the elements in the source matrix(ces).

srcRoiShift

ROI shift in the source matrix(ces).

pDst, ppDst

Pointer to the destination matrix or array of matrices.

dstStride0

Stride between the matrices in the destination array.

dstStride1

Stride between the rows in the destination matrix.

dstStride2

Stride between the elements in the destination matrix.

dstRoiShift

ROI shift in the destination matrix.

widthHeight

Size of the square matrix.

count

Number of matrices in the array.

Description

The function ippmCholeskyDecomp is declared in the ippm.h header file. The function performs Cholesky decomposition of the symmetric square matrix that is positive definite. The source matrix is represented as a product of two matrices L and LT, where L is the lower triangular and LT is its transpose that can serve itself as the upper triangular. Result of the function operation ismatrix L with inverse diagonal elements. The function uses only data in the lower triangular of the source matrix.

Return Values

ippStsOk

Returns no error.

ippStsNullPtrErr

Returns an error when at least one input pointer is NULL.

ippStsSizeErr

Returns an error when the input size parameter is equal to 0.

ippStsNotPosDefErr

Returns an error when the source matrix is not positive definite.

ippStsStrideMatrixErr

Returns an error when the stride value is not positive or not divisible by size of data type.

ippStsRoiShiftMatrixErr

Returns an error when the roiShift value is negative or not divisible by size of data type.

ippStsCountMatrixErr

Returns an error when the count value is less or equal to zero.

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