A structure-preserving algorithm for the quaternion Cholesky decomposition

In this paper, we discuss the Cholesky decomposition of the Hermitian positive definite quaternion matrix. For the first time, the structure-preserving Gauss transformation is defined, and then a novel structure-preserving algorithm, which is applied to its real representation matrix, is proposed. Our algorithm needs only real number operations, does not depend on the quaternion toolbox for matlab (QTFM) and has more portability. Although the flops of our algorithm are theoretically about the same as those based on quaternion arithmetic operations or QTFM, numerical experiments show that our algorithm runs faster. (C) 2013 Elsevier Inc. All rights reserved.