Extension of Power Method to Para-Hermitian Matrices: Polynomial Power Method

2023 31st European Signal Processing Conference (EUSIPCO)(2023)

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摘要
This document extends the idea of the power method to polynomial para-Hermitian matrices for the extraction of the principal analytic eigenpair. The proposed extension repeatedly multiplies a polynomial vector with a para-Hermitian matrix followed by an appropriate normalization in each iteration. To limit the order growth of the product vector, truncation is performed post-normalization in each iteration. The method is validated through simulation results over an ensemble of randomised para-Hermitian matrices and is shown to perform significantly better than state-of-the-art algorithms.
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