• DocumentCode
    3731741
  • Title

    Performance trade-offs in sequential matrix diagonalisation search strategies

  • Author

    Jamie Corr;Keith Thompson;Stephan Weiss;John G. McWhirter;Ian K. Proudler

  • Author_Institution
    Department of Electronic & Electrical Engineering, University of Strathclyde, Glasgow, Scotland
  • fYear
    2015
  • Firstpage
    25
  • Lastpage
    28
  • Abstract
    Recently a selection of sequential matrix diagonalisation (SMD) algorithms have been introduced which approximate polynomial eigenvalue decomposition of parahermitian matrices. These variants differ only in the search methods that are used to bring energy onto the zero-lag. Here we analyse the search methods in terms of their computational complexities for different sizes of parahermitian matrices which are verified through simulated execution times. Another important factor for these search methods is their ability to transfer energy. Simulations show that the more computationally complex search methods transfer a greater proportion of the off-diagonal energy onto the zero-lag over a selected range of parahermitian matrix sizes. Despite their higher cost per iteration experiments indicate that the more complex search algorithms still converge faster in real time.
  • Keywords
    "Search methods","Real-time systems","Approximation algorithms","Covariance matrices","Algorithm design and analysis","Complexity theory","Matrix decomposition"
  • Publisher
    ieee
  • Conference_Titel
    Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), 2015 IEEE 6th International Workshop on
  • Type

    conf

  • DOI
    10.1109/CAMSAP.2015.7383727
  • Filename
    7383727