Implementing the Matrix Exponential Function on Embedded Processors
Abstract
In this paper we describe and benchmark an implementation of the matrix exponential function. The implementation is based on the standard technique of scaling and squaring from the literature. The major kernels in this technique are matrix multiplication and Gaussian elimination. In the matrix multiply kernel, the implementation makes use of SIMD vector extensions present on the PowerPC G4 (Altivec) and the Intel Xeon (SSE-2). Although the use of the matrix exponential expands the operation count of the extended Kalman filter substantially, benchmarks of the implementation show that the workload is well within the capabilities of modern processors.
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 22, 2004
- Accession Number
- ADA433399
Entities
People
- Andrea Wadell
- James Lebak
Organizations
- Massachusetts Institute of Technology