I was getting a lot of errors as well, I tried many things and the most I achieved was to be able to have the #include "arm_math.h" in the file without generating compilation error, but I wasn't able to use any of the library functions. I found a vid...

I tried a lot of methods and things and I wasn't able to use any of the arm_* functions. I found a video and following the "Preparations" section [min 2:29-5:00] solved the issues to me.This is the video:https://www.youtube.com/watch?v=vCcALaGNlyw