Cyclic-by-row approximation of iterative polynomial EVD algorithms
Corr, Jamie and Thompson, Keith and Weiss, Stephan and McWhirter, John G. and Proudler, Ian K.; (2014) Cyclic-by-row approximation of iterative polynomial EVD algorithms. In: Sensor Signal Processing for Defence (SSPD), 2014. IEEE, GBR, pp. 1-5. ISBN 978-1-4799-5294-6
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Abstract
A recent class of sequential matrix diagonalisation (SMD) algorithms have been demonstrated to provide a fast converging solution to iteratively approximating the polynomial eigenvalue decomposition of a parahermitian matrix. However, the calculation of an EVD, and the application of a full unitary matrix to every time lag of the parahermitian matrix in the SMD algorithm results in a high numerical cost. In this paper, we replace the EVD with a limited number of Givens rotations forming a cyclic-by-row Jacobi sweep. Simulations indicate that a considerable reduction in computational complexity compared to SMD can be achieved with a negligible sacrifice in diagonalisation performance, such that the benefits in applying the SMD are maintained.
Creators(s): |
Corr, Jamie ![]() ![]() ![]() | Item type: | Book Section |
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ID code: | 53354 |
Keywords: | computational complexity reduction, Jacobi sweep, sequential matrix diagonalisation algorithms, eigenvalues and eigenfunctions, iterative methods, signal processing, Electrical engineering. Electronics Nuclear engineering, Electrical and Electronic Engineering |
Subjects: | Technology > Electrical engineering. Electronics Nuclear engineering |
Department: | Faculty of Engineering > Electronic and Electrical Engineering Technology and Innovation Centre > Sensors and Asset Management |
Depositing user: | Pure Administrator |
Date deposited: | 12 Jun 2015 08:46 |
Last modified: | 20 Jan 2021 15:43 |
Related URLs: | |
URI: | https://strathprints.strath.ac.uk/id/eprint/53354 |
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