It is often required to check if a given matrix is positive definite or not. Three methods to check the positive definiteness of a matrix were discussed in a previous…

# Tag: matrix algebra

Forward Substitution: Consider a set of equations in a matrix form $latex Ax=b $, where A is a lower triangular matrix with non-zero diagonal elements. The equation is re-written in…

Read More Solving a Triangular Matrix using Forward & Backward Substitution

In order to perform Cholesky Decomposition of a matrix, the matrix has to be a positive definite matrix. I have listed down a few simple methods to test the positive…

Matrix inversion is seen ubiquitously in signal processing applications. For example, matrix inversion is an important step in channel estimation and equalization. For instance, in GSM normal burst, 26 bits…

I thought of making a post on Cholesky Decomposition, which is a very essential technique in digital signal processing applications like generating correlated random variables, solving linear equations, channel estimation…

Read More Essential Preliminary Matrix Algebra for Signal Processing

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