Matrix inversion using Cholesky decomposition

Signal Processing - Algorithms, Architectures, Arrangements, and Applications Conference Proceedings, SPA

Volumn , Issue , 2013, Pages 70-72

  Krishnamoorthy, Aravindh ^a   Menon, Deepak ^a  

^a ERICSSON RESEARCH   (Sweden)

Author keywords

Cholesky; inversion; LDL; matrix

Indexed keywords

CHOLESKY; CHOLESKY DECOMPOSITION; FIXED-POINT SIMULATIONS; INTERMEDIATE RESULTS; INVERSION; LDL; MATRIX INVERSIONS; NUMERICAL ACCURACY;

ALGORITHMS; MATRIX ALGEBRA; NUMERICAL METHODS;

SIGNAL PROCESSING;

EID: 84897827816     PISSN: 23260262     EISSN: 23260319     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

1. Happonen, A; Piirainen, 0.; Burian, A: "GSM channel estimator using a fixed-point matrix inversion algorithm" IEEE International Symposium on Signals, Circuits and Systems, 2005, pp \\9-\22 Vol. \.
2. Lei Ma; Dickson, K.; McAllister, J; McCanny, J; Sellathurai, M: "Reduced-complexity MSGR-based matrix inversion" IEEE Workshop on SignalProceSSingSystems, 2008. SiPS 2008, pp 124-128.
3. Gilbert W. Stewart: "Afternotes on numerical analysis"", SIAM, \996.
4. Burian, A; Takala, J; Ylinen, M: "A fixed-point implementation of matrix inversion using Cholesky decomposition" Proceedings of the 46th IEEE International Midwest Symposium on Circuits and Systems, 2003, pp 1431-1434 Vol. 3.
5. David S. Watkins: "Fundamentals of Matrix Computations", Second Edition, Wiley, 2002.
6. William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery: "Numerical Recipes, The Art of Scientific Computing", Third Edition, Cambridge University Press, 2007.