Fast givens rotation approach to second order sequential best rotation algorithms

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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