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
Link To Document