Multiple shift second order sequential best rotation algorithm for polynomial matrix EVD

Wang, Zeliang and McWhirter, John G. and Corr, Jamie and Weiss, Stephan; (2015) Multiple shift second order sequential best rotation algorithm for polynomial matrix EVD. In: 23rd European Signal Processing Conference. IEEE, 844--848. ISBN 978-0-9928626-3-3

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    Abstract

    In this paper, we present an improved version of the second order sequential best rotation algorithm (SBR2) for polynomial matrix eigenvalue decomposition of para-Hermitian matrices. The improved algorithm is entitled multiple shift SBR2 (MS-SBR2) which is developed based on the original SBR2 algorithm. It can achieve faster convergence than the original SBR2 algorithm by means of transferring more off-diagonal energy onto the diagonal at each iteration. Its convergence is proved and also demonstrated by means of a numerical example. Furthermore, simulation results are included to compare its convergence characteristics and computational complexity with the original SBR2, sequential matrix diagonalization (SMD) and multiple shift maximum element SMD algorithms.