Block Jacobi-type methods for non-orthogonal joint diagonalisation
2009
Conference Paper
ei
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.
Author(s): | Shen, H. and Hüper, K. |
Book Title: | ICASSP09 |
Journal: | Proceedings of the 34th International Conference on Acoustics, Speech, and Signal Processing (ICASSP09) |
Pages: | 3285-3288 |
Year: | 2009 |
Month: | April |
Day: | 0 |
Publisher: | IEEE Service Center |
Department(s): | Empirical Inference |
Bibtex Type: | Conference Paper (inproceedings) |
DOI: | 10.1109/ICASSP.2009.4960326 |
Event Name: | 34th International Conference on Acoustics, Speech, and Signal Processing |
Event Place: | Taipei, Taiwan |
Address: | Piscataway, NJ, USA |
Digital: | 0 |
Institution: | Institute of Electrical and Electronics Engineers |
Language: | en |
Organization: | Max-Planck-Gesellschaft |
School: | Biologische Kybernetik |
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BibTex @inproceedings{5632, title = {Block Jacobi-type methods for non-orthogonal joint diagonalisation}, author = {Shen, H. and H{\"u}per, K.}, journal = {Proceedings of the 34th International Conference on Acoustics, Speech, and Signal Processing (ICASSP09)}, booktitle = {ICASSP09}, pages = {3285-3288}, publisher = {IEEE Service Center}, organization = {Max-Planck-Gesellschaft}, institution = {Institute of Electrical and Electronics Engineers}, school = {Biologische Kybernetik}, address = {Piscataway, NJ, USA}, month = apr, year = {2009}, doi = {10.1109/ICASSP.2009.4960326}, month_numeric = {4} } |