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[AMF13] Performance Analysis of Modified Gram-Schmidt Cholesky Implementation on 16 bits-DSP-chipRevue Internationale avec comité de lecture : Journal International Journal of Computing and Digital Systems, vol. 2(january 2013), pp. 21-27, 2013, (doi:10.12785/ijcds/020103 )Mots clés: linear system solving Cholesky QR DSP Gram-Schmidt
Résumé:
This paper focuses on the performance analysis of a linear system solving based on Cholesky decomposition and QR factorization, implemented on 16bits fixed-point DSP-chip (TMS320C6474). The classical method of Cholesky decomposition has the advantage of low execution time. However, the modified Gram-Schmidt QR factorization performs better in term of robustness against the round-off error propagation. In this study, we have proposed a third method called Modified Gram-Schmidt Cholesky Decomposition. We have shown that it provides a compromise of the two performance criterias cited above. A joint theoretical and experimental analysis of global performance of the three methods has been presented and discussed.
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