Title :
An Intrinsic CG Algorithm for Computing Dominant Subspaces
Author :
Kleinsteuber, Martin ; Huper, Knut
Author_Institution :
Canberra Res. Lab., Nat. ICT Australia, Canberra, ACT, Australia
Abstract :
In this paper, a conjugate gradient method on the complex Grabmann manifold is proposed that computes the k-principal components of a Hermitian (n × n)-matrix. The algorithm is at most of order O(n2k) and yields locally good convergence results.
Keywords :
Hermitian matrices; array signal processing; conjugate gradient methods; Grabmann manifold; Hermitian matrix; array signal processing; computing dominant subspaces; conjugate gradient method; intrinsic CG algorithm; k-principal components; Australia Council; Character generation; Convergence; Eigenvalues and eigenfunctions; Geophysics computing; Gradient methods; Laboratories; Manifolds; Matrix decomposition; Signal processing algorithms; Block diagonalization; Conjugate gradient methods; Gra??mann manifold; Hermitian matrices; Principal component analysis;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on
Conference_Location :
Honolulu, HI
Print_ISBN :
1-4244-0727-3
DOI :
10.1109/ICASSP.2007.367342
