Extension of power method to para-Hermitian matrices : polynomial power method

Khattak, Faizan Ahmad and Proudler, Ian and Weiss, Stephan (2023) Extension of power method to para-Hermitian matrices : polynomial power method. In: 31st European Signal Processing Conference, 2023-09-04 - 2023-09-08.

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Abstract

This document extends the idea of the power method to polynomial para-Hermitian matrices for the extraction of the principal analytic eigenpair. The proposed extension repeatedly multiplies a polynomial vector with a para-Hermitian matrix followed by an appropriate normalization in each iteration. To limit the order growth of the product vector, truncation is performed post-normalization in each iteration. The method is validated through simulation results over an ensemble of randomized para-Hermitian matrices and is shown to perform significantly better than state-of-the-art algorithms.

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