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  Block Jacobi-type methods for non-orthogonal joint diagonalisation

Shen, H., & Hüper, K. (2009). Block Jacobi-type methods for non-orthogonal joint diagonalisation. In 2009 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2009) (pp. 3285-3288). Piscataway, NJ, USA: IEEE Service Center.

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Shen, H1, Author              
Hüper, K1, Author              
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 Abstract: In this paper, we study the problem of non-orthogonal joint diagonalisation of a set of real symmetric matrices via simultaneous conjugation. A family of block Jacobi-type methods are proposed to optimise two popular cost functions for the non-orthogonal joint diagonalisation, namely, the off-norm function and the log-likelihood function. By exploiting the appropriate underlying manifold, namely the so-called oblique manifold, rigorous analysis shows that, under the exact non-orthogonal joint diagonalisation setting, the proposed methods converge locally quadratically fast to a joint diagonaliser. Finally, performance of our methods is investigated by numerical experiments for both exact and approximate non-orthogonal joint diagonalisation.

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 Dates: 2009-04
 Publication Status: Published in print
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 Identifiers: DOI: 10.1109/ICASSP.2009.4960326
BibTex Citekey: 5632
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Title: 34th International Conference on Acoustics, Speech, and Signal Processing
Place of Event: Taipei, Taiwan
Start-/End Date: 2009-04-19 - 2009-04-24

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Title: 2009 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2009)
Source Genre: Proceedings
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Publ. Info: Piscataway, NJ, USA : IEEE Service Center
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 3285 - 3288 Identifier: ISBN: 978-1-4244-2354-5