Jacobi angles for simultaneous diagonalization

被引：603

作者：

Cardoso, JF ^{[1
]}

Souloumiac, A ^{[1
]}

机构：

[1] ETL,SCHLUMBERGER MEASUREMENT & SYST,F-92542 MONTROUGE,FRANCE

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 1996年 / 17卷 / 01期

关键词：

simultaneous diagonalization; Jacobi iterations; eigenvalues; eigenvectors; structured eigenvalue problem;

D O I：

10.1137/S0895479893259546

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Simultaneous diagonalization of several commuting matrices has been recently considered in [1], mainly motivated by stability and convergence concerns. Exact or approximate simultaneous diagonalization was also independently introduced as a solution to a statistical identification problem [2] (see [3] for a later paper in English). The simultaneous diagonalization algorithm described in these papers is an extension of the Jacobi technique: a joint diagonality criterion is iteratively optimized under plane rotations. The purpose of this note is to complement [1] by giving a close form expression for the optimal Jacobi angles.

引用

页码：161 / 164

页数：4