Fast givens rotation approach to second order sequential best rotation algorithms

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Khattak, Faizan Ahmad and Weiss, Stephan and Proudler, Ian (2021) Fast givens rotation approach to second order sequential best rotation algorithms. In: International Conference in Sensor Signal Processing for Defence, 2021-09-14 - 2021-09-15.

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Abstract

The second order sequential best rotation (SBR2) algorithm is a popular algorithm to decompose a parahermitian matrix into approximated polynomial eigenvalues and eigen-vectors. The work horse behind SBR2 is a Givens rotation interspersed by delay operations. In this paper, we investigate and analyse the application of a fast Givens rotation in order to reduce the computation complexity of SBR2. The proposed algorithm inherits the SBR2's proven convergence to a diagonalised and spectrally majorised solution for the polynomial eigenvalues. We provide some analysis and examples for the execution speed of this fast Givens-based SBR2 compared to a standard SBR2 implementation.

ORCID iDs

Khattak, Faizan Ahmad, Weiss, Stephan ORCID logoORCID: https://orcid.org/0000-0002-3486-7206 and Proudler, Ian;
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