Divide-and-conquer sequential matrix diagonalisation for parahermitian matrices

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Coutts, Fraser K. and Corr, Jamie and Thompson, Keith and Proudler, Ian K. and Weiss, Stephan (2017) Divide-and-conquer sequential matrix diagonalisation for parahermitian matrices. In: IEEE Sensor Signal Processing in Defence Conference, 2017-12-06 - 2017-12-07, London. (https://doi.org/10.1109/SSPD.2017.8233228)

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Abstract

A number of algorithms capable of iteratively calculating a polynomial matrix eigenvalue decomposition (PEVD) have been introduced. The PEVD is a generalisation of the ordinary EVD and will diagonalise a parahermitian matrix via paraunitary operations. Inspired by the existence of low complexity divide-and-conquer solutions to eigenproblems, this paper addresses a divide-and-conquer approach to the PEVD utilising the sequential matrix diagonalisation (SMD) algorithm. We demonstrate that with the proposed techniques, encapsulated in a novel algorithm titled divide-and-conquer sequential matrix diagonalisation (DC-SMD), algorithm complexity can be significantly reduced. This reduction impacts on a number of broadband multichannel problems, including those involving large arrays.

ORCID iDs

Coutts, Fraser K. ORCID logoORCID: https://orcid.org/0000-0003-2299-2648, Corr, Jamie ORCID logoORCID: https://orcid.org/0000-0001-9900-0796, Thompson, Keith ORCID logoORCID: https://orcid.org/0000-0003-0727-7347, Proudler, Ian K. and Weiss, Stephan ORCID logoORCID: https://orcid.org/0000-0002-3486-7206;
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