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Complexity and search space reduction in cyclic-by-row PEVD algorithms

Coutts, Fraser K. and Corr, Jamie and Thompson, Keith and Weiss, Stephan and Proudler, Ian K. and McWhirter, John G. (2016) Complexity and search space reduction in cyclic-by-row PEVD algorithms. In: 50th Asilomar Conference on Signals, Systems and Computers, 2016-11-06 - 2016-11-09, Asilomar Conference Ground. (In Press)

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Abstract

In recent years, several algorithms for the iterative calculation of a polynomial matrix eigenvalue decomposition (PEVD) have been introduced. The PEVD is a generalisation of the ordinary EVD and uses paraunitary operations to diagonalise a parahermitian matrix. This paper addresses potential computational savings that can be applied to existing cyclic-by-row approaches for the PEVD. These savings are found during the search and rotation stages, and do not significantly impact on algorithm accuracy. We demonstrate that with the proposed techniques, computations can be significantly reduced. The benefits of this are important for a number of broadband multichannel problems.