Title
Performance trade-offs in sequential matrix diagonalisation search strategies
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.
Year
DOI
Venue
2015
10.1109/CAMSAP.2015.7383727
2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)
Keywords
Field
DocType
sequential matrix diagonalisation search strategies,SMD algorithms,approximate polynomial eigenvalue decomposition,paraHermitian matrices,search methods,computational complexities,energy transfer,off-diagonal energy,zero-lag,complex search algorithms
Approximation algorithm,Mathematical optimization,Search algorithm,Polynomial,Matrix (mathematics),Matrix decomposition,Eigendecomposition of a matrix,Hermitian matrix,Mathematics,Computational complexity theory
Conference
Citations 
PageRank 
References 
0
0.34
10
Authors
5
Name
Order
Citations
PageRank
Jamie Corr1112.78
Keith Thompson273.31
Weiss, Stephan320933.25
John G. McWhirter421428.77
Ian K. Proudler56312.78