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Open Access research with a European policy impact...

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EPRC is a leading institute in Europe for comparative research on public policy, with a particular focus on regional development policies. Spanning 30 European countries, EPRC research programmes have a strong emphasis on applied research and knowledge exchange, including the provision of policy advice to EU institutions and national and sub-national government authorities throughout Europe.

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Impact of source model matrix conditioning on iterative PEVD algorithms

Corr, J and Thompson, K and Weiss, S and Proudler, I K and McWhirter, J G (2015) Impact of source model matrix conditioning on iterative PEVD algorithms. In: 2nd IET International Conference on Intelligent Signal Processing, 2015-12-01 - 2015-12-02, Kensington Close Hotel.

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Abstract

Polynomial parahermitian matrices can accurately and elegantly capture the space-time covariance in broadband array problems. To factorise such matrices, a number of polynomial EVD (PEVD) algorithms have been suggested. At every step, these algorithms move various amounts of off-diagonal energy onto the diagonal, to eventually reach an approximate diagonalisation. In practical experiments, we have found that the relative performance of these algorithms depends quite significantly on the type of parahermitian matrix that is to be factorised. This paper aims to explore this performance space, and to provide some insight into the characteristics of PEVD algorithms.