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This library is compound by several functions: matrix inversion, matrix product, scalar product etc.
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From matrix inversion lemma [33], the inverse matrix of J is: (21).
Using the matrix inversion property in [29], the inverse matrix of W1/2 can be written as follows: W - 1 ∕ 2 = α I 2 γ H 1, i H 2, i H γ H 2, i H 1, i H β I 2, (43).
This structure allows us to easily find the inverse in (16) using block matrix inversion [21] where all the sub-matrices are diagonal.
Indeed, there are one matrix inversion and three matrix-matrix multiplications.
For simplicity, we only take matrix multiplication, matrix inversion, and SVD parts into account.
ICC solves the matrix equation A h = b with a matrix inversion and a matrix-vector multiplication.
The whole hcEKF procedure is presented as pseudo code as Algorithm 2. The computational complexity of EKF is mainly upon the matrix inversion and matrix multiplication.
These precoding techniques usually involve complicated matrix operations, such as matrix inversion, QR decomposition, or SVD.
Algorithms exist to solve the linear equations involving Vandermonde matrix [7] that avoids matrix inversion.
Without solving matrix eigenproblem or matrix inversion problem, IOCA learns incrementally from continuous data stream with low computational cost.
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