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arxiv: 1111.4144 · v2 · pith:PL2A66JWnew · submitted 2011-11-17 · 💻 cs.MS

Matrix Inversion Using Cholesky Decomposition

classification 💻 cs.MS
keywords choleskydecompositioninversionmatrixmethodaccuracyavoidingcompare
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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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