Matrix Inversion Using Cholesky Decomposition
Mathematical Software
2013-10-21 v2
Abstract
In this paper we present a method for matrix inversion based on Cholesky decomposition with reduced number of operations by avoiding computation of intermediate results; further, we use fixed point simulations to compare the numerical accuracy of the method.
Cite
@article{arxiv.1111.4144,
title = {Matrix Inversion Using Cholesky Decomposition},
author = {Aravindh Krishnamoorthy and Deepak Menon},
journal= {arXiv preprint arXiv:1111.4144},
year = {2013}
}
Comments
3pp with minor changes, pre-print; accepted for publication 2013 IEEE Signal Processing: Algorithms, Architectures, Arrangements, and Applications (SPA) conference