Title :
An iterative algorithm converging to the principal subspace projection operator with applications
Author :
Manton, Jonathan H. ; Hua, Yingbo ; Reilly, James P.
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Vic., Australia
Abstract :
This paper analyses a simple method for iteratively computing the projection operator whose range space is the principal subspace of a given matrix. The iteration appears to be numerically very stable and is proven to converge at a quadratic rate. Several applications are briefly explored, as are extensions to Jordan algebras and C*-algebras.
Keywords :
iterative methods; matrix algebra; signal processing; C*-algebras; Jordan algebras; iterative algorithm convergence; principal subspace; projection operator; quadratic rate; Algebra; Algorithm design and analysis; Application software; Australia Council; Eigenvalues and eigenfunctions; Iterative algorithms; Performance analysis; Polynomials; Signal processing; Signal processing algorithms;
Conference_Titel :
Signals, Systems and Computers, 2004. Conference Record of the Thirty-Eighth Asilomar Conference on
Print_ISBN :
0-7803-8622-1
DOI :
10.1109/ACSSC.2004.1399107
