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Multiple shift maximum element sequential matrix diagonalisation for parahermitian matrices

Corr, Jamie and Thompson, Keith and Weiss, Stephan and McWhirter, John G. and Redif, Soydan and Proudler, Ian K. (2014) Multiple shift maximum element sequential matrix diagonalisation for parahermitian matrices. In: 2014 IEEE Workshop on Statistical Signal Processing (SSP), 2014-06-29 - 2014-07-02, Australia.

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A polynomial eigenvalue decomposition of paraher-mitian matrices can be calculated approximately using iterative approaches such as the sequential matrix diagonalisation (SMD) algorithm. In this paper, we present an improved SMD algorithm which, compared to existing SMD approaches, eliminates more off-diagonal energy per step. This leads to faster convergence while incurring only a marginal increase in complexity. We motivate the approach, prove its convergence, and demonstrate some results that underline the algorithm's performance.