/*
 * TinyEKF: Extended Kalman Filter for embedded processors
 *
 * Copyright (C) 2015 Simon D. Levy
 *
 * MIT License
 */
#ifndef CHOLESKYDECOMPOSITION_H_
#define CHOLESKYDECOMPOSITION_H_
#include <math.h>
//typedef unsigned int uint8_t;

template<typename T1, typename T2=T1, typename T3=T2>
class CholeskyDecomposition {
public:
	static int invertCholesky(T1 *matrix, T2 *result, T3 *tempMatrix, const uint8_t dimension)
	{
		// https://github.com/simondlevy/TinyEKF/blob/master/tiny_ekf.c
		return cholsl(matrix, result, tempMatrix, dimension);
	}
private:
	// https://github.com/simondlevy/TinyEKF/blob/master/tiny_ekf.c
	static uint8_t choldc1(double * a, double * p, uint8_t n) {
		int8_t i,j,k;
	    double sum;

	    for (i = 0; i < n; i++) {
	        for (j = i; j < n; j++) {
	            sum = a[i*n+j];
	            for (k = i - 1; k >= 0; k--) {
	                sum -= a[i*n+k] * a[j*n+k];
	            }
	            if (i == j) {
	                if (sum <= 0) {
	                    return 1; /* error */
	                }
	                p[i] = sqrt(sum);
	            }
	            else {
	                a[j*n+i] = sum / p[i];
	            }
	        }
	    }

	    return 0; /* success */
	}

	// https://github.com/simondlevy/TinyEKF/blob/master/tiny_ekf.c
	static uint8_t choldcsl(double * A, double * a, double * p, uint8_t n)
	{
		uint8_t i,j,k; double sum;
	    for (i = 0; i < n; i++)
	        for (j = 0; j < n; j++)
	            a[i*n+j] = A[i*n+j];
	    if (choldc1(a, p, n)) return 1;
	    for (i = 0; i < n; i++) {
	        a[i*n+i] = 1 / p[i];
	        for (j = i + 1; j < n; j++) {
	            sum = 0;
	            for (k = i; k < j; k++) {
	                sum -= a[j*n+k] * a[k*n+i];
	            }
	            a[j*n+i] = sum / p[j];
	        }
	    }

	    return 0; /* success */
	}


	// https://github.com/simondlevy/TinyEKF/blob/master/tiny_ekf.c
	static uint8_t cholsl(double * A,double * a,double * p, uint8_t n)
	{
		uint8_t i,j,k;
	    if (choldcsl(A,a,p,n)) return 1;
	    for (i = 0; i < n; i++) {
	        for (j = i + 1; j < n; j++) {
	            a[i*n+j] = 0.0;
	        }
	    }
	    for (i = 0; i < n; i++) {
	        a[i*n+i] *= a[i*n+i];
	        for (k = i + 1; k < n; k++) {
	            a[i*n+i] += a[k*n+i] * a[k*n+i];
	        }
	        for (j = i + 1; j < n; j++) {
	            for (k = j; k < n; k++) {
	                a[i*n+j] += a[k*n+i] * a[k*n+j];
	            }
	        }
	    }
	    for (i = 0; i < n; i++) {
	        for (j = 0; j < i; j++) {
	            a[i*n+j] = a[j*n+i];
	        }
	    }

	    return 0; /* success */
	}
};

#endif /* CONTRIB_MATH_CHOLESKYDECOMPOSITION_H_ */