Divide-and-Conquer Sequential Matrix Diagonalisation for Parahermitian Matrices
Fraser K. Coutts, Jamie Corr, Keith Thompson, Ian K. Proudler, Stephan Weiss · 2017
A number of algorithms capable of iteratively calculating a polynomial matrix eigenvalue decomposition (PEVD) have been introduced. The PEVD is a generalisation of the ordinary EVD and will diagonalise a parahermitian matrix via paraunitary operations. Inspired by the existence of low complexity divide-and-conquer solutions to eigenproblems, this paper addresses a divide-and-conquer approach to the PEVD utilising the sequential matrix diagonalisation (SMD) algorithm. We demonstrate that with the proposed techniques, encapsulated in a novel algorithm titled divide-and-conquer sequential matrix diagonalisation (DC-SMD), algorithm complexity can be significantly reduced. This reduction impacts on a number of broadband multichannel problems, including those involving large arrays.