Title
A comparison of iterative and DFT-Based polynomial matrix eigenvalue decompositions
Abstract
A variety of algorithms have been developed to compute an approximate polynomial matrix eigenvalue decomposition (PEVD). As an extension of the ordinary EVD to polynomial matrices, the PEVD will generate paraunitary matrices that diagonalise a parahermitian matrix. This paper compares the decomposition accuracies of two fundamentally different methods capable of computing an approximate PEVD. The first of these - sequential matrix diagonalisation (SMD) - iteratively decomposes a parahermitian matrix, while the second DFT-based algorithm computes a pointwise in frequency decomposition. We demonstrate through the use of examples that both algorithms can achieve varying levels of decomposition accuracy, and provide results that indicate the type of broadband multichannel problems that are better suited to each algorithm. It is shown that iterative methods, which generate paraunitary eigenvectors, are suited for general applications with a low number of sensors, while a DFT-based approach is useful for fixed, finite order decompositions with a small number of lags.
Year
DOI
Venue
2017
10.1109/CAMSAP.2017.8313113
2017 IEEE 7th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP)
Keywords
Field
DocType
iterative methods,fixed order decompositions,finite order decompositions,approximate polynomial matrix eigenvalue decomposition,polynomial matrices,paraunitary matrices,parahermitian matrix,sequential matrix diagonalisation,frequency decomposition
Discrete mathematics,Polynomial,Polynomial matrix,Matrix (mathematics),Iterative method,Matrix decomposition,Algorithm,Eigendecomposition of a matrix,Matrix polynomial,Eigenvalues and eigenvectors,Mathematics
Conference
ISBN
Citations 
PageRank 
978-1-5386-1252-1
1
0.36
References 
Authors
9
4
Name
Order
Citations
PageRank
Fraser K. Coutts184.31
Keith Thompson273.31
Ian K. Proudler36312.78
Weiss, Stephan420933.25