A New Approach for Inversion of Large Random Matrices in Massive MIMO Systems

We report a novel approach for inversion of large random matrices in massive Multiple-Input Multiple Output (MIMO) systems. It is based on the concept of inverse vectors in which an inverse vector is defined for each column of the principal matrix. Such an inverse vector has to satisfy two constraints. Firstly, it has to be in the null-space of all the remaining columns. We call it the null-space problem. Secondly, it has to form a projection of value equal to one in the direction of selected column. We term it as the normalization problem. The process essentially decomposes the inversion problem and distributes it over columns. Each column can be thought of as a node in the network or a particle in a swarm seeking its own solution, the inverse vector, which lightens the computational load on it. Another benefit of this approach is its applicability to all three cases pertaining to a linear system: the fully-determined, the over-determined, and the under-determined case. It eliminates the need of forming the generalized inverse for the last two cases by providing a new way to solve the least squares problem and the Moore and Penrose's pseudoinverse problem. The approach makes no assumption regarding the size, structure or sparsity of the matrix. This makes it fully applicable to much in vogue large random matrices arising in massive MIMO systems. Also, the null-space problem opens the door for a plethora of methods available in literature for null-space computation to enter the realm of matrix inversion. There is even a flexibility of finding an exact or approximate inverse depending on the null-space method employed. We employ the Householder's null-space method for exact solution and present a complete exposition of the new approach. A detailed comparison with well-established matrix inversion methods in literature is also given.