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Maximum energy sequential matrix diagonalisation for parahermitian matrices

Corr, Jamie and Thompson, Keith and Weiss, Stephan and McWhirter, John G. and Proudler, Ian K. (2014) Maximum energy sequential matrix diagonalisation for parahermitian matrices. In: Conference Record of the Forty-Eighth Asilomar Conference on Signals, Systems & Computers. IEEE, Piscataway, NJ., pp. 470-474. ISBN 9781479982950

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Sequential matrix diagonalisation (SMD) refers to a family of algorithms to iteratively approximate a polynomial matrix eigenvalue decomposition. Key is to transfer as much energy as possible from off-diagonal elements to the diagonal per iteration, which has led to fast converging SMD versions involving judicious shifts within the polynomial matrix. Through an exhaustive search, this paper determines the optimum shift in terms of energy transfer. Though costly to implement, this scheme yields an important benchmark to which limited search strategies can be compared. In simulations, multiple-shift SMD algorithms can perform within 10% of the optimum energy transfer per iteration step.