Systems and methods for cholesky decomposition
OwnerHong Cheng, Xu Zhang +2inventors
InventorsHong Cheng, Xu Zhang, Richard Maiden, Long Jiang
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Abstract
A system is provided, a circuitry comprising a plurality of processing elements (PEs) and configured to receive as input entries of a Hermitian positive-definite matrix A. The circuitry is also configured to Cholesky decompose the matrix A by deriving an intermediate numerator for at least one of the entries. The circuitry is additionally configured to calculate a square root for the intermediate numerator and to derive as an output an entry of a lower triangular matrix L based on the square root, wherein A=LL*, and wherein L* is a conjugate transpose of the lower triangular matrix L.
Claims20
A system, comprising:
- a circuitry comprising a plurality of processing elements (PEs), the circuitry configured to:
- receive as input entries of a Hermitian positive-definite matrix A;
- Cholesky decompose the matrix A by deriving an intermediate numerator for at least one of the entries;
- calculate a square root for the intermediate numerator;
- and
- derive as an output an entry of a lower triangular matrix L based on the square root, wherein A=LL*, and wherein L* is a conjugate transpose of the lower triangular matrix L.
A method, comprising:
- receiving, via a circuitry, input entries of a Hermitian positive-definite matrix A;
- performing a Cholesky decomposition, via the circuitry, by deriving an intermediate numerator for at least one of the entries;
- deriving, via the circuitry, a first intermediate numerator for at least one of the entries;
- calculating a square root for the first intermediate numerator;
- and
- deriving a first output comprising a first entry of a lower triangular matrix L based on the square root, wherein A=LL*, and wherein L* is a conjugate transpose of the lower triangular matrix L.
A non-transitory, computer readable medium having stored thereon software instructions that, when executed by circuitry, cause the circuitry to:
- receive input entries of a Hermitian positive-definite matrix A;
- perform a Cholesky decomposition by deriving an intermediate numerator for at least one of the entries;
- derive an intermediate numerator for at least one of the entries;
- calculate a square root for the intermediate numerator;
- and
- derive a first output comprising a first entry of a lower triangular matrix L based on the square root, wherein A=LL*, and wherein L* is a conjugate transpose of the lower triangular matrix L.
Dependencies are inferred from the claim text.