Title
Fast order-recursive generalized Hermitian Toeplitz eigenspace decomposition
Abstract
We present a parallel algorithm which computes recursively, in increasing order, the complete generalized eigendecompositions of the successive subpencils contained in a maximum size Hermitian Toeplitz generalized eigenproblem. At each order a number of independent, structurally identical, nonlinear problems are solved in parallel, facilitating fast implementation. The multiple and clustered minimum eigenvalue cases are treated in detail. In the application of our algorithm to narrowband array processing in colored noise, the direction-of-arrival containing eigenspace information is provided recursively in order. This permits estimation of the angles of arrival for subsequent orders, facilitating early estimation of the number of sources as well as verification of results obtained at previous orders.
Year
DOI
Venue
1991
10.1007/BF02551383
MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS
Keywords
Field
DocType
EIGENDECOMPOSITION,PARALLEL ALGORITHM,ARRAY PROCESSING,COLORED NOISE
Mathematical optimization,Array processing,Colors of noise,Nonlinear system,Parallel algorithm,Toeplitz matrix,Eigendecomposition of a matrix,Hermitian matrix,Mathematics,Eigenvalues and eigenvectors
Journal
Volume
Issue
ISSN
4.0
1
0932-4194
Citations 
PageRank 
References 
2
0.60
3
Authors
2
Name
Order
Citations
PageRank
Monique P. Fargues161.75
A. A. (Louis) Beex2346.06