Optimal Newton 3×3 step-kernel (in: DSP and Plugin Devel…)

By: Aleksey Vaneev
2 Oct 09:17

Sharing this in case anyone needs it.
[code]
/* 3×3 Newton-step kernel: solves J·dx = -F for dx from the
* augmented matrix A[3][4] (columns 0..2 hold J, column 3 the RHS),
* destroying A. Fully unrolled with one reciprocal per pivot: each
* eliminated row is scaled through the pivot’s reciprocal and the back-
* substitution consumes the stored reciprocals, so a solve costs three
* reciprocals and no further divides — about half the division count of
* textbook elimination. jmax is call…

Go to this post

Go to first unread post in this topic