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A method for solving an inverse matrix of a symmetric or erbium-density symmetric positive definite matrix

A technology of symmetric positive definite matrix and inverse matrix, applied in complex mathematical operations, program control design, instruments, etc., can solve problems such as reducing the speed of iterative process operations and slowing down the running time of algorithms, so as to avoid square root operations and reduce the loss of operation accuracy , Execute the effect quickly

Pending Publication Date: 2019-04-16
10TH RES INST OF CETC
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Problems solved by technology

In the traditional Right-Looking structure, the sub-matrix diagonal update process (refresh) that only needs to be added, subtracted, and multiplied must wait for the column reduction process (cdiv) that requires division to be completed first. This dependency will greatly reduce the entire The operation speed of the iterative process (ie formula (4))
And this is where the bottleneck of the traditional Right-Looking structure lies: the multiplication and addition operation with a short processing time needs to wait for the division operation with a long processing cycle, which slows down the running time of the entire algorithm

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  • A method for solving an inverse matrix of a symmetric or erbium-density symmetric positive definite matrix
  • A method for solving an inverse matrix of a symmetric or erbium-density symmetric positive definite matrix
  • A method for solving an inverse matrix of a symmetric or erbium-density symmetric positive definite matrix

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Embodiment Construction

[0028] refer to figure 1 . According to the present invention, in solving the inverse matrix of a symmetric or Hermitian symmetric positive definite matrix, the shift operation of a fixed-point number is used to convert the sub-matrix lower triangular matrix of the traditional Right-Looking structure into an equivalent sub-matrix lower triangular matrix, and equivalent Perform matrix iteration on the effector matrix, use the parallel Cholesky decomposition algorithm module to perform n iterations on the n-order matrix A, and output the lower triangular matrix L and diagonal matrix D to satisfy the second type of Cholesky decomposition A=LDL H : and in the i-th iteration process, the i-th corresponding diagonal element Perform divisor transformation to decompose div_trans to displacement number n i and The pseudo-diagonal element d i ,break down output i ,n i , the divisor decomposition function div_trans realized by look-up table method on FPGA or other parallel emb...

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Abstract

The invention provides a method for solving an inverse matrix of a symmetric or erbium-density symmetric positive definite matrix, and aims to provide a solving method which is low in operation precision loss, can improve the Cholesky decomposition parallelism and realizes a high-speed low-delay full parallel structure. The method is realized through the following technical scheme: in the processof solving, a fixed-point number of shift operations are adopted, and a traditional Radit-is used; The lower triangular matrix of the sub-matrix of the Looking structure is converted into a lower triangular matrix of an equivalent sub-matrix; matrix iteration is carried out, n times of iteration is carried out on the n-order matrix A by utilizing a parallel Cholesky decomposition algorithm module,a lower triangular matrix and a diagonal matrix are output, and a divisor decomposition function is achieved on an FPGA (Field Programmable Gate Array) parallel embedded platform in a table look-up manner; In the iteration process, triangular sub-matrix updating, column reduction and diagonal element calculation under the matrix are executed at the same time; And an improved (RL) parallel decomposition algorithm is used to realize a Cholesky decomposition full parallel structure.

Description

technical field [0001] The present invention relates to a kind of occasion that needs to quickly solve the inverse problem involving symmetric (or Hermitian symmetric) positive definite matrix, and the specific application fields mainly include (but not limited to) array signal processing, measurement and control, and solutions in the fields of artificial intelligence Inverse matrix method for symmetric or Hermitian symmetric positive definite matrices. Background technique [0002] With the increasing requirements of computing power and computing speed in various industries, intensive matrix operations are widely used in signal processing and image processing, and parallel computing has become an important research field in computer science today. The inherent complexity, reliability, portability and other problems of the parallel program development process restrict the use and promotion of parallel programs and often require the system to perform real-time calculations, w...

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Application Information

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IPC IPC(8): G06F17/16G06F9/38
CPCG06F9/3867G06F17/16
Inventor 张巍吴世奇陈俊
Owner 10TH RES INST OF CETC
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