Title :
Eigen and subspace updating with forward-backward averaging
Author :
DeGroat, Ronald D. ; Linebarger, Darel A.
Author_Institution :
Erik Jonsson Sch. of Eng. & Comput. Sci., Texas Univ., Dallas, Richardson, TX, USA
Abstract :
The authors exploit the structure of forward-backward (FB) matrices to achieve reduced computation. In particular, computationally efficient eigenvalue decomposition (EVD) and EVD updating methods are developed for FB correlation matrices. Similarly, efficient singular value decomposition (SVD) and SVD updating methods are developed for FB data matrices. A general approach to reducing the computation associated with an FB matrix is described
Keywords :
correlation methods; eigenvalues and eigenfunctions; matrix algebra; signal processing; eigenvalue decomposition; forward-backward averaging; signal processing; singular value decomposition; subspace updating; Arithmetic; Computer science; Eigenvalues and eigenfunctions; Matrix decomposition; Signal processing; Singular value decomposition;
Conference_Titel :
Signals, Systems and Computers, 1992. 1992 Conference Record of The Twenty-Sixth Asilomar Conference on
Conference_Location :
Pacific Grove, CA
Print_ISBN :
0-8186-3160-0
DOI :
10.1109/ACSSC.1992.269205
