HYMPS: Numerical Techniques

Abstract

The digital calculations that drive the classification portion of the Hybrid Pattern Recognition System (HYMPS) are considered. A revision of these calculations is suggested that involves three items: matrix inversion, det calculations and singularity, and covariance factorization. It is shown that it is more economical to first factor the covariance matrix, and by so doing, delete the matrix inversion routine. In addition, the necessary det calculations can be more easily realized by use of simple theoretical facts about the factorization.