Hermite Matrix and Its Eigenvalue-based Decomposition

نویسنده

  • Baofa Sun
چکیده

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 detailed transformation method. Using Jacobi diagonalization method, the eigenvalue-based decomposition of real symmetric matrix decomposition is realized on computer, so the eigenvalue-based decomposition of a Hermite matrix is realized on computer.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fourier Methods for Piecewise Hermite Bicubic Or- Thogonal Spline Collocation

| Matrix decomposition algorithms employing fast Fourier transforms were developed recently by the authors to solve the systems of linear algebraic equations that arise when piecewise Hermite bicubic orthogonal spline collocation (OSC) is applied to certain separable elliptic boundary value problems on a rectangle. In this paper, these algorithms are interpreted as Fourier methods in analogy wi...

متن کامل

Eigenvalues of Hermite and Laguerre ensembles: Large Beta Asymptotics

In this paper we examine the zero and first order eigenvalue fluctuations for the β-Hermite and β-Laguerre ensembles, using the matrix models we described in [5], in the limit as β → ∞. We find that the fluctuations are described by Gaussians of variance O(1/β), centered at the roots of a corresponding Hermite (Laguerre) polynomial. We also show that the approximation is very good, even for sma...

متن کامل

Sturm Sequences and Random Eigenvalue Distributions

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 β-Hermite ensemble. Using ou...

متن کامل

Fixed Trace Β-hermite Ensembles: Asymptotic Eigenvalue Density and the Edge of the Density

In the present paper, fixed trace β-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all β, we prove the Wigner semicircle law for these ensembles by using two different methods: one is the moment equivalence method with the help of the matrix model for general β, the other is to use asymptotic analysis tools. At the edge of the density, we prove that...

متن کامل

An Inverse Eigenvalue Problem of Hermite-Hamilton Matrices in Structural Dynamic Model Updating

We first consider the following inverse eigenvalue problem: givenX ∈ Cn×m and a diagonal matrix Λ ∈ Cm×m, find n×nHermite-HamiltonmatricesK andM such thatKX MXΛ. We then consider an optimal approximation problem: given n × n Hermitian matrices Ka and Ma, find a solution K,M of the above inverse problem such that ‖K−Ka‖ ‖M−Ma‖ min. By using the MoorePenrose generalized inverse and the singular v...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013