Hermite Matrix and Its Eigenvalue-based Decomposition
نویسندگان
چکیده
منابع مشابه
Hermite Matrix and Its Eigenvalue-based Decomposition
In the MUSIC approach for multiple emitter location, the array covariance matrix is a Hermite matrix. In order to realize the MUSIC approach, we have to do the work of eigenvalue-based decomposition of the Hermite matrix. This paper proves that the problem of Hermite matrix decomposition can be transformed into the problem of real symmetric matrix decomposition, and the article gives the detail...
متن کاملJoint Eigenvalue Decomposition Using Polar Matrix Factorization
In this paper we propose a new algorithm for the joint eigenvalue decomposition of a set of real non-defective matrices. Our approach resorts to a Jacobi-like procedure based on polar matrix decomposition. We introduce a new criterion in this context for the optimization of the hyperbolic matrices, giving birth to an original algorithm called JDTM. This algorithm is described in detail and a co...
متن کاملOn Hermite-hermite Matrix Polynomials
In this paper the definition of Hermite-Hermite matrix polynomials is introduced starting from the Hermite matrix polynomials. An explicit representation, a matrix recurrence relation for the Hermite-Hermite matrix polynomials are given and differential equations satisfied by them is presented. A new expansion of the matrix exponential for a wide class of matrices in terms of Hermite-Hermite ma...
متن کاملParallelizable eigenvalue decomposition techniques via the matrix sector function
Many modern high-resolution spectral estimators in signal processing and control make use of the subspace information afforded by the singular value decomposition of the data matrix, or the eigenvalue decomposition of the covariance matrix. The derivation of these estimators involves some form of matrix decomposition. In this paper, new computational techniques for obtaining eigenvalues and eig...
متن کاملSturm Sequences and the Eigenvalue Distribution of the Beta - Hermite Random Matrix Ensemble
This paper proposes that the study of Sturm sequences is invaluable in the numerical computation and theoretical derivation of eigenvalue distributions of random matrix ensembles. We first explore the use of Sturm sequences to efficiently compute histograms of eigenvalues for symmetric tridiagonal matrices and apply these ideas to random matrix ensembles such as the 0-Hermite ensemble. Using ou...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Open Automation and Control Systems Journal
سال: 2013
ISSN: 1874-4443
DOI: 10.2174/1874444301305010119