Title :
A reverse formulation of the RISE algorithm
Author :
Wilkes, D. Mitchell
Author_Institution :
Dept. of Electr. Eng., Vanderbilt Univ., Nashville, TN, USA
fDate :
8/1/1992 12:00:00 AM
Abstract :
The recently developed recursive/iterative self-adjoint eigenspace (RISE) decomposition algorithm recursively computes the complete eigenspace decomposition of successively larger Hermitian matrices. However, some practical applications also require that the decomposition of successively smaller matrices be computed. A modification to the RISE algorithm is presented that makes it possible to run this algorithm backward on successively smaller Hermitian matrices. This important modification increases the number of practical applications of this algorithm
Keywords :
eigenvalues and eigenfunctions; iterative methods; matrix algebra; Hermitian matrices; RISE algorithm; eigenspace decomposition; recursive/iterative self-adjoint eigenspace; reverse formulation; Colored noise; Direction of arrival estimation; Eigenvalues and eigenfunctions; Equations; Iterative algorithms; Matrix decomposition; Sensor arrays; Shape; Signal processing algorithms;
Journal_Title :
Signal Processing, IEEE Transactions on
