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

Table 1

Computational complexities of hermitian matrix inversion algorithms in comparison.

ℂ𝑅^−1chol𝑅(𝑁),ℂ^−1new𝑅(𝑁),ℂ^−1chol,seq𝑅(𝑁),ℂ^−1new,seq(𝑁)	𝑁=2^1	𝑁=2^2	𝑁=2^4	𝑁=2^6
Conventional cholesky factorization (fixed model order)	1	22	2360	168672
Dyadic recursion (fixed model order)	2	28	2536	175648
Conventional cholesky factorization (variable model order)	1	23	2635	191643
Dyadic recursion (variable model order)	2	30	2691	187459