Simultaneous diagonalization with similarity transformation for non-defective matrices

Tuo Fu*, Xiqi Gao

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

64 Citations (Scopus)

Abstract

The problem of joint eigenstructure estimation for the non-defective matrices is addressed. A procedure revealing the joint eigenstructure by simultaneous diagonalization with unitary and non-unitary similarity transformations alternately is proposed to overcome the convergence difficulties of previous methods based on simultaneous Schur form and unitary transformations. It can be proved that its asymptotic convergence rate is ultimately quadratic. Numerical experiments are conducted in a multi-dimensional harmonic retrieval application and suggest that the method presented here converges considerably faster than the methods based on only unitary transformation for matrices which are not near to normality.

Original languageEnglish
Title of host publication2006 IEEE International Conference on Acoustics, Speech, and Signal Processing - Proceedings
PagesIV1137-IV1140
Publication statusPublished - 2006
Externally publishedYes
Event2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006 - Toulouse, France
Duration: 14 May 200619 May 2006

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume4
ISSN (Print)1520-6149

Conference

Conference2006 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2006
Country/TerritoryFrance
CityToulouse
Period14/05/0619/05/06

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