Polynomial power method: an extension of the standard power method to para-Hermitian matrices

Research output: Contribution to journalArticlepeer-review

26 Downloads (Pure)

Abstract

This paper expands the concept of the power method to polynomial para-Hermitian matrices in order to extract the principal analytic eigenpair. The proposed technique involves repeatedly multiplying the para-Hermitian matrix by a polynomial vector, followed by an appropriate normalization of the resulting product in each iteration, under the assumption that the principal analytic eigenvalue spectrally majorises the remaining eigenvalues. To restrain the growth in polynomial order of the product vector, truncation is performed after normalization in each iteration. The effectiveness of this proposed method has been verified through simulation results on an ensemble of randomly generated para-Hermitian matrices, demonstrating superior performance compared to existing algorithms.
Original languageEnglish
Article number100326
Number of pages4
JournalScience Talks
Volume10
Early online date28 Mar 2024
DOIs
Publication statusPublished - 30 Jun 2024

Funding

Funding: F. A. Khattak is the recipient of a Commonwealth Scholarship. The work of S. Weiss and Ian K. Proudler was supported by the Engineering and Physical Sciences Research Council (EPSRC) Grant number EP/S000631/1 and the MOD University Defence Research Collaboration in Signal Processing.

Keywords

  • para-Hermitian matrix
  • eigenvalue decomposition
  • dominant eigenvalue
  • Rayleigh quotient
  • power method
  • eigenpair

Fingerprint

Dive into the research topics of 'Polynomial power method: an extension of the standard power method to para-Hermitian matrices'. Together they form a unique fingerprint.

Cite this