Patent ID: 8775496

Claim:
A circuit to calculate a Cholesky decomposition of a matrix, comprising: a first circuit having an input and an output, the first circuit configured to generate at the output an inverse of a square root of an input value provided at the input of the first circuit; a second circuit having first and second inputs and an output, the second circuit configured to generate at the output, a product of a value provided at the first input and a value provided at the second input, wherein the first input is coupled to the output of the first circuit; a third circuit having first and second inputs and an output, the third circuit configured to generate at the output a difference between a value provided at the first input and a value provided at the second input, wherein the first input is coupled to the output of the second circuit; and a control circuit coupled to the first, second, and third circuits, the control circuit configured to iteratively distribute a plurality of values of the matrix and the outputs of the first, second, and third circuits to the inputs of the first, second, and third circuits, wherein the output of the third circuit provides a plurality of values of the Cholesky decomposition of the matrix.