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ICASSP
2009
IEEE

Block Jacobi-type methods for non-orthogonal joint diagonalisation

10 years 4 months ago
Block Jacobi-type methods for non-orthogonal joint diagonalisation
In this paper, we study the problem of non-orthogonal joint diagonalisation of a set of real symmetric matrices. A family of block Jacobitype 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.
Hao Shen, Knut Hüper
Added 21 May 2010
Updated 21 May 2010
Type Conference
Year 2009
Where ICASSP
Authors Hao Shen, Knut Hüper
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