CMSIS DSP handle large matrices

Hello I'm using a cortex-m3 low power MCU to remove baseline from a signal acquired through a sensor, 256 float32_t samples

for that I'm trying to implement the Asymmetric Least Squares Baseline Subtraction algorithm and subtract the baseline from the input signal.

However to do so I need to use 256*256*4bytes=262 144bytes matrices if I use instance arm_matrix_instance_f32.

Eigen library suggests using SpMat. which only allocates the line and the column index plus the value and operators using these matrices.

Do you suggest another type or another algorithm to handle this issue?

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