Paper Info
Title
Simple LU and QR based non-orthogonal matrix joint diagonalization
Abstract
A class of simple Jacobi-type algorithms for non-orthogonal matrix joint diagonalization based on the LU or QR factorization is introduced. By appropriate parametrization of the underlying manifolds, i.e. using triangular and orthogonal Jacobi matrices we replace a high dimensional minimization problem by a sequence of simple one dimensional minimization problems. In addition, a new scale-invariant cost function for non-orthogonal joint diagonalization is employed. These algorithms are step-size free. Numerical simulations demonstrate the efficiency of the methods.
Year
DOI
Venue
2006
10.1007/11679363_1
ICA
Keywords
Field
DocType
appropriate parametrization,dimensional minimization problem,simple lu,simple jacobi-type algorithm,orthogonal jacobi,qr factorization,non-orthogonal matrix joint diagonalization,non-orthogonal joint diagonalization,new scale-invariant cost function,numerical simulation,high dimensional minimization problem,scale invariance,cost function
Applied mathematics,Discrete mathematics,Orthogonal functions,Orthogonal matrix,Orthogonal diagonalization,Combinatorics,Diagonalizable matrix,Matrix (mathematics),Triangular matrix,QR decomposition,LU decomposition,Mathematics
Conference
Volume
ISSN
ISBN
3889
0302-9743
3-540-32630-8
Citations 
PageRank 
References 
32
1.77
4
Authors
1
Name
Order
Citations
PageRank
Bijan Afsari113710.27