Efficient implementation of SVD-updating algorithms for subspace tracking

Author

Ali, Markus ; Götze, Jüryen

Author_Institution

Inst. of Network Theory & Circuit Design, Tech. Univ. of Munich, Germany

Volume

2

fYear

1993

fDate

19-21 May 1993

Firstpage

366

Abstract

An efficient parallel implementation of the SVD (singular value decomposition) updating algorithm is addressed. The modifications applied to the algorithm are: approximation of Kogbetliantz´s SVD algorithm, approximation of the SVD-rotation evaluations, and factorization of the rotations. This results in a square root and division free SVD-updating algorithm, which combines the speedups and hardware reductions obtained by the different modifications. The proposed SVD-based subspace tracking algorithm only requires the implementation of (+, *) operations in all processor cells

Keywords

matrix decomposition; parallel algorithms; singular value decomposition; state-space methods; tracking filters; Kogbetliantz´s SVD algorithm; SVD-rotation evaluations; SVD-updating algorithms; factorization; parallel implementation; subspace tracking algorithm; Approximation algorithms; Circuit synthesis; Data mining; Hardware; Matrix decomposition; Multiple signal classification; Parallel processing; Singular value decomposition;

fLanguage

English

Publisher

ieee

Conference_Titel

Communications, Computers and Signal Processing, 1993., IEEE Pacific Rim Conference on

Conference_Location

Victoria, BC

Print_ISBN

0-7803-0971-5

Type

conf

DOI

10.1109/PACRIM.1993.407345

Filename

407345