Title :
Square-root free orthogonalization algorithms
Author :
Hasan, Mohammed A.
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Minnesota, Duluth, MN
Abstract :
This paper is concerned with the derivation and analysis of higher order algorithms of polynomial type for computing an orthonormal basis of a subspace. These algorithms are derived from unconstrained optimization of certain cost functions. The proposed methods are efficient and do not require square root computation. Based on these, algorithms for orthonormalization with respect to a positive definite matrix and principal and minor subspace methods are developed. Numerical experiments illustrate the theoretical results.
Keywords :
optimisation; polynomials; certain cost function; orthonormal basis; positive definite matrix; square root computation; square root free orthogonalization; unconstrained optimization; Algorithm design and analysis; Computer applications; Cost function; Equations; Independent component analysis; Least squares methods; Lyapunov method; Matrix decomposition; Polynomials; Stability; Gram-Schmidt Process; Orthonormalization; global stability; higher order fixed point polynomials;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
Conference_Location :
Taipei
Print_ISBN :
978-1-4244-2353-8
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2009.4960298