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Performance trade-offs in sequential matrix diagonalisation search strategies

Corr, J., Thompson, K., Weiss, S., McWhirter, John G. and Proudler, I. K. 2015. Performance trade-offs in sequential matrix diagonalisation search strategies. Presented at: IEEE 6th Int Workshop on Computational Advances in Multi-Sensor Adaptive Processing, Cancun, Mexico, 13-16 Dec 2015. Published in: Djurić, P. M. and Tourneret, J.-Y. eds. 2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP 2015): Proceedings of a meeting held 13-16 December 2015, Cancun, Mexico. Piscataway, NJ: IEEE, pp. 25-28. 10.1109/CAMSAP.2015.7383727

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Abstract

Recently a selection of sequential matrix diagonalisation (SMD) algorithms have been introduced which approximate polynomial eigenvalue decomposition of parahermitian matrices. These variants differ only in the search methods that are used to bring energy onto the zero-lag. Here we analyse the search methods in terms of their computational complexities for different sizes of parahermitian matrices which are verified through simulated execution times. Another important factor for these search methods is their ability to transfer energy. Simulations show that the more computationally complex search methods transfer a greater proportion of the off-diagonal energy onto the zero-lag over a selected range of parahermitian matrix sizes. Despite their higher cost per iteration experiments indicate that the more complex search algorithms still converge faster in real time.

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: 9781479919635
Funders: EPSRC, DSTL
Date of First Compliant Deposit: 21 April 2016
Date of Acceptance: 31 July 2015
Last Modified: 25 Jul 2017 13:20
URI: http://orca.cardiff.ac.uk/id/eprint/89671

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