Matrix Inversion Using Cholesky Decomposition
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- November 2011
- DOI:
- 10.48550/arXiv.1111.4144
- arXiv:
- arXiv:1111.4144
- Bibcode:
- 2011arXiv1111.4144K
- Keywords:
-
- Computer Science - Mathematical Software
- E-Print:
- 3pp with minor changes, pre-print