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Cyclic-by-row approximation of iterative polynomial EVD Algorithms

Corr, J., Thompson, K., Weiss, S., McWhirter, John and Proudler, I. K. 2014. Cyclic-by-row approximation of iterative polynomial EVD Algorithms. Presented at: 2014 Sensor Signal Processing for Defence (SSPD), Edinburgh, UK, 8-9 September 2014. Sensor Signal Processing for Defence (SSPD), 2014. IEEE, 10.1109/SSPD.2014.6943330

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Abstract

A recent class of sequential matrix diagonalisation (SMD) algorithms have been demonstrated to provide a fast converging solution to iteratively approximating the polynomial eigenvalue decomposition of a parahermitian matrix. However, the calculation of an EVD, and the application of a full unitary matrix to every time lag of the parahermitian matrix in the SMD algorithm results in a high numerical cost. In this paper, we replace the EVD with a limited number of Givens rotations forming a cyclic-by-row Jacobi sweep. Simulations indicate that a considerable reduction in computational complexity compared to SMD can be achieved with a negligible sacrifice in diagonalisation performance, such that the benefits in applying the SMD are maintained.

Item Type: Conference or Workshop Item (Paper)
Date Type: Publication
Status: Published
Schools: Engineering
Subjects: T Technology > TA Engineering (General). Civil engineering (General)
Publisher: IEEE
ISBN: 9781479952946
Date of First Compliant Deposit: 30 March 2016
Date of Acceptance: 2014
Last Modified: 04 Jun 2017 07:53
URI: http://orca.cardiff.ac.uk/id/eprint/69301

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