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  Block Jacobi-type methods for non-orthogonal joint diagonalisation

Shen, H., & Hüper, K. (2009). Block Jacobi-type methods for non-orthogonal joint diagonalisation. Proceedings of the 34th International Conference on Acoustics, Speech, and Signal Processing (ICASSP09), 3285-3288.

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 Creators:
Shen, H1, Author           
Hüper, K1, Author           
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              

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 Abstract: 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.

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 Dates: 2009-04
 Publication Status: Issued
 Pages: -
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 Identifiers: URI: http://icassp09.com/
DOI: 10.1109/ICASSP.2009.4960326
BibTex Citekey: 5632
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Title: 34th International Conference on Acoustics, Speech, and Signal Processing
Place of Event: Taipei, Taiwan
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Title: Proceedings of the 34th International Conference on Acoustics, Speech, and Signal Processing (ICASSP09)
Source Genre: Journal
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Publ. Info: Piscataway, NJ, USA : IEEE Service Center
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 3285 - 3288 Identifier: -