Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
564550 | Signal Processing | 2009 | 19 Pages |
Abstract
The energy in a symmetric (r+1)Ã(r+1) matrix can be transformed perfectly into a smaller rÃr submatrix by means of a two-sided Householder transformation. The parameters of this Householder transformation are uniquely determined by the minor eigenvector of the larger matrix. This compressor is the key to a new type of square-root Householder subspace tracker which is optimal in terms of both complexity and performance. Computer experiments validate the theoretical findings.
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Peter Strobach,