Projects per year
Abstract
A recent class of sequential matrix diagonalisation (SMD) algorithms have been demonstrated to provide a fast converging solution to iteratively approximating the polynomial eigenvalue decomposition of a parahermitian matrix. However, the calculation of an EVD, and the application of a full unitary matrix to every time lag of the parahermitian matrix in the SMD algorithm results in a high numerical cost. In this paper, we replace the EVD with a limited number of Givens rotations forming a cyclic-by-row Jacobi sweep. Simulations indicate that a considerable reduction in computational complexity compared to SMD can be achieved with a negligible sacrifice in diagonalisation performance, such that the benefits in applying the SMD are maintained.
Original language | English |
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Title of host publication | Sensor Signal Processing for Defence (SSPD), 2014 |
Publisher | IEEE |
Pages | 1-5 |
Number of pages | 5 |
ISBN (Print) | 978-1-4799-5294-6 |
DOIs | |
Publication status | Published - Sept 2014 |
Event | 2014 Sensor Signal Processing for Defence - Scotland, Edinburgh, United Kingdom Duration: 8 Sept 2014 → 9 Sept 2014 |
Conference
Conference | 2014 Sensor Signal Processing for Defence |
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Country/Territory | United Kingdom |
City | Edinburgh |
Period | 8/09/14 → 9/09/14 |
Keywords
- computational complexity reduction
- Jacobi sweep
- sequential matrix diagonalisation algorithms
- eigenvalues and eigenfunctions
- iterative methods
- signal processing
Fingerprint
Dive into the research topics of 'Cyclic-by-row approximation of iterative polynomial EVD algorithms'. Together they form a unique fingerprint.Projects
- 1 Finished
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Signal Processing Solutions for the Networked Battlespace
Soraghan, J. (Principal Investigator) & Weiss, S. (Co-investigator)
EPSRC (Engineering and Physical Sciences Research Council)
1/04/13 → 31/03/18
Project: Research
Activities
- 1 Participation in conference
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Sensor Dignal Processing for Defence (SSPD 2014)
Corr, J. (Participant)
8 Sept 2014 → 9 Sept 2014Activity: Participating in or organising an event types › Participation in conference