Matrix Inversion Using Cholesky Decomposition

Details Matrix Inversion Using Cholesky Decomposition Matrix Inversion Using Cholesky Decomposition

2011-11-17

arxiv.org/abs/1111.4144v1

Computer Science

Mathematical Software

Scientific paper

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.

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