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.

3pp with minor changes, pre-print; accepted for publication 2013 IEEE Signal Processing: Algorithms, Architectures, Arrangements, and Applications (SPA) conference

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