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Multiple shift second order sequential best rotation algorithm for polynomial matrix EVD

Wang, Zeliang, McWhirter, John, Corr, Jamie and Weiss, Stephan 2015. Multiple shift second order sequential best rotation algorithm for polynomial matrix EVD. Presented at: 23rd European Signal Processing Conference, Nice, France, 31 August - 4 September 2015. 23rd European Signal Processing Conference. IEEE, pp. 849-853. 10.1109/EUSIPCO.2015.7362502

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Abstract

In this paper, we present an improved version of the second order sequential best rotation algorithm (SBR2) for polynomial matrix eigenvalue decomposition of para-Hermitian matrices. The improved algorithmis entitledmultiple shift SBR2 (MS-SBR2) which is developed based on the original SBR2 algorithm. It can achieve faster convergence than the original SBR2 algorithm by means of transferring more off-diagonal energy onto the diagonal at each iteration. Its convergence is proved and also demonstrated by means of a numerical example. Furthermore, simulation results are included to compare its convergence characteristics and computational complexity with the original SBR2, sequential matrix diagonalization (SMD) and multiple shift maximum element SMD algorithms.

Item Type: Conference or Workshop Item (Paper)
Date Type: Publication
Status: Published
Schools: Engineering
Subjects: T Technology > TK Electrical engineering. Electronics Nuclear engineering
Publisher: IEEE
ISBN: 9780992862640
ISSN: 2076-1465
Related URLs:
Last Modified: 09 Jun 2020 01:26
URI: http://orca.cardiff.ac.uk/id/eprint/87420

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