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Documents > Method to Calculate the Inverse of a Complex Matrix using Real Matrix Inversion

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Method to Calculate the Inverse of a Complex Matrix using Real Matrix Inversion

By Andreas Falkenberg


This paper describes a simple method to calculate the invers of a complex matrix. The key element of the method is to use a matrix inversion, which is available and optimised for real numbers. Some actual libraries used for digital signal processing only provide highly
optimised methods to calculate the inverse of a real matrix, whereas no solution for complex matrices are available, like in [1]. The presented algorithm is very easy to implement, while
still much more efficient than for example the method presented in [2].

[1] Visual DSP++ 4.0 C/C++ Compiler and Library Manual for TigerSHARC Processors; Analog
Devices; 2005.
[2] W. Press, S.A. Teukolsky, W.T. Vetterling, B.R. Flannery; Numerical Recipes in C++, The art of
scientific computing, Second Edition; p52 : “Complex Systems of Equations”;Cambridge University
Press 2002.

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