Efficient Rank-Adaptive Least-Square Estimation and Multiple-Parameter Linear Regression Using Novel Dyadically Recursive Hermitian Matrix Inversion

Figure 3

Computational complexity margin ratio versus model order 𝑁 (fixed model order: 𝑅(ℂ⁻¹_new𝑅(𝑁)−ℂ⁻¹_Chol𝑅(𝑁))/(ℂ⁻¹_Chol(𝑁))%, variable model order: 𝑅(ℂ⁻¹_new,seq𝑅(𝑁)−ℂ⁻¹_Chol,seq𝑅(𝑁))/(ℂ⁻¹_Chol,seq(𝑁))%, equality line is for the margin ratio = 0%; 𝑁 is the fixed or the terminal model order therein).