Matrix Inversion Using Cholesky Decomposition

TL;DR

This paper introduces a matrix inversion method leveraging Cholesky decomposition that reduces computational complexity and assesses its numerical accuracy through fixed point simulations.

Contribution

The paper proposes a novel matrix inversion technique using Cholesky decomposition with fewer operations and evaluates its accuracy via fixed point simulations.

Findings

Reduced number of operations in matrix inversion

Numerical accuracy validated through fixed point simulations

Potential for more efficient matrix computations

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.