Restricted update sequential matrix diagonalisation for parahermitian matrices

Coutts, Fraser K. and Thompson, Keith and Proudler, Ian K. and Weiss, Stephan (2017) Restricted update sequential matrix diagonalisation for parahermitian matrices. In: IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2017-12-10 - 2017-12-13.

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A number of algorithms capable of iteratively calculating a polynomial matrix eigenvalue decomposition (PEVD) have been introduced. The PEVD is an extension of the ordinary EVD to polynomial matrices and will diagonalise a parahermitian matrix using paraunitary operations. This paper introduces a novel restricted update approach for the sequential matrix diagonalisation (SMD) PEVD algorithm, which can be implemented with minimal impact on algorithm accuracy and convergence. We demonstrate that by using the proposed restricted update SMD (RU-SMD) algorithm instead of SMD, PEVD complexity and execution time can be significantly reduced. This reduction impacts on a number of broadband multichannel problems.