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Abstract
In Weiss (2018), we stated that any positive semi-definite parahermitian matrix R(z): C→CMxM that is analytic on an annulus containing at least the unit circle will admit a decomposition with analytic eigenvalues and analytic eigenvectors. In this note, we further qualify this statement, and define the class of matrices that fulfills the above properties yet does not admit an analytic EVD. We follow the
notation in Weiss (2018).
notation in Weiss (2018).
Original language | English |
---|---|
Pages (from-to) | 6325-6327 |
Number of pages | 3 |
Journal | IEEE Transactions on Signal Processing |
Volume | 66 |
Issue number | 23 |
Early online date | 1 Nov 2018 |
DOIs | |
Publication status | Published - 1 Dec 2018 |
Keywords
- hermitian matrix
- parahermitian matrix
- eigenvalue decomposition algorithm
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Projects
- 1 Active
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Signal Processing in the Information Age (UDRC III)
EPSRC (Engineering and Physical Sciences Research Council)
1/07/18 → 31/03/24
Project: Research
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Space-time covariance matrix estimation: loss of algebraic multiplicities of Eigenvalues
Khattak, F. A., Weiss, S., Proudler, I. K. & McWhirter, J. G., 3 Nov 2022, p. 975-979. 5 p.Research output: Contribution to conference › Paper › peer-review
Open AccessFile -
On the existence and uniqueness of the eigenvalue decomposition of a parahermitian matrix
Weiss, S., Pestana, J. & Proudler, I. K., 15 May 2018, In: IEEE Transactions on Signal Processing. 66, 10, p. 2659-2672 14 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile33 Citations (Scopus)244 Downloads (Pure)