A new algorithm for computing the extreme eigenvectors of a complex Hermitian matrix
Jonathan H. Manton · 2002
This paper presents a novel algorithm for computing the eigenvector associated with either the largest or the smallest eigenvalue of a complex Hermitian matrix. This type of algorithm is required for direction of arrival (DOA) and frequency estimation. Necessary and sufficient conditions for convergence are proved, and simulations show the superior performance over traditional methods.