Performance Analysis of Modified Gram-Schmidt Cholesky Implementation on 16 bits-DSP-chip

Rabah Maoudj (1) , Luc Fety (1) , Christophe Alexandre (1)

1 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques

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.

Keywords: fixed-point; cholesky; qr; system solving; dsp; signal processing

Domains: Engineering Sciences [physics]; Electronics

Rabah Maoudj, Luc Fety, Christophe Alexandre. Performance Analysis of Modified Gram-Schmidt Cholesky Implementation on 16 bits-DSP-chip. International Journal of Computing and Digital Systems, 2013, 2 (1), pp.21-27. ⟨10.12785/ijcds/020103⟩. ⟨hal-02448976⟩