In this paper, we propose a modified Tomlinson Harashima precoding (THP) method with less increase of computational complexity for the multi-user MIMO downlink system. The proposed THP scheme minimizes the influence of noise enhancement at the receivers by placing the diagonal weighted filters at both transmitter side and receiver side with square root. Compared to previously proposed non-linear precoding methods including vector perturbation (VP), the proposed THP achieves high BER performance. Furthermore, we show that the proposed THP method is implemented with lower computational complexity than that of existing modified THP and VP in literature.