Balanced simultaneous schur decomposition for joint eigenvalue estimation

Fu Tuo*, Jin Shi, Gao Xiqi

*此作品的通讯作者

科研成果: 书/报告/会议事项章节会议稿件同行评审

4 引用 (Scopus)

摘要

We address the problem of joint eigenvalue estimation for the non-defective commuting set of matrices A. We propose a procedure revealing the joint eigenstructure by simultaneous diagonalization of A with simultaneous Schur decomposition (SSD) and balance procedure alternately for performance considerations and also to overcome the convergence difficulties of previous methods based only on simultaneous Schur form and unitary transformations. We show that the SSD procedure can be well incorporated with the balancing algorithm in a pingpong manner, i.e., each optimizes a cost function and at the same time serves as an acceleration procedure for the other. Numerical experiments conducted in a multi-dimensional harmonic retrieval application suggest that the method presented here converges considerably faster with an analyzable performance than the methods based on only unitary transformation for matrices which are not near to normality.

源语言英语
主期刊名2006 International Conference on Communications, Circuits and Systems, ICCCAS, Proceedings - Signal Processing
356-360
页数5
DOI
出版状态已出版 - 2006
已对外发布
活动2006 International Conference on Communications, Circuits and Systems, ICCCAS - Guilin, 中国
期限: 25 6月 200628 6月 2006

出版系列

姓名2006 International Conference on Communications, Circuits and Systems, ICCCAS, Proceedings
1

会议

会议2006 International Conference on Communications, Circuits and Systems, ICCCAS
国家/地区中国
Guilin
时期25/06/0628/06/06

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