Title
Multiple shift second order sequential best rotation algorithm for polynomial matrix EVD
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 algorithm is entitled multiple 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.
Year
Venue
Keywords
2015
European Signal Processing Conference
Polynomial matrix eigenvalue decomposition,multiple shift SBR2
Field
DocType
ISSN
Diagonal,Convergence (routing),Signal processing,Polynomial matrix,Matrix (mathematics),Matrix decomposition,Algorithm,Eigendecomposition of a matrix,Mathematics,Computational complexity theory
Conference
2076-1465
Citations 
PageRank 
References 
6
0.54
9
Authors
4
Name
Order
Citations
PageRank
Zeliang Wang1101.30
John G. McWhirter221428.77
Jamie Corr3112.78
Weiss, Stephan420933.25