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Matrix Inversion Using Cholesky Decomposition

2011/11/17 by Krishnamoorthy, Aravindh, Menon, Deepak
#FOS: Computer and information sciences #Mathematical Software (cs.MS)

paper · doi:10.48550/arxiv.1111.4144

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.

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