An Algebraic Approach to Nonorthogonal General Joint Block Diagonalization

DOI10.1137/16M1080756MaRDI QIDQ2957679zbMATH OpenOpenAlexFDO

Authors Chengyu Liu, Yun-Feng Cai

Publication date 27 January 2017

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.00716

zbMATH Keywords

independent component analysistensor decompositionjoint block diagonalization

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Canonical forms, reductions, classification (15A21)

Abstract: The exact/approximate non-orthogonal general joint block diagonalization ({sc nogjbd}) problem of a given real matrix set $mathcalA={A_i}_{i=1}^m$ is to find a nonsingular matrix $Winmathbb{R}^{nimesn}$ (diagonalizer) such that $W^T{A}_{i}W$ for $i=1,2,dots,m$ are all exactly/approximately block diagonal matrices with the same diagonal block structure and with as many diagonal blocks as possible. In this paper, we show that a solution to the exact/approximate {sc nogjbd} problem can be obtained by finding the exact/approximate solutions to the system of linear equations $A_{i}Z=Z^T{A}_i$ for $i=1,dots,m$, followed by a block diagonalization of $Z$ via similarity transformation. A necessary and sufficient condition for the equivalence of the solutions to the exact {sc nogjbd} problem is established. Two numerical methods are proposed to solve the {sc nogjbd} problem, and numerical examples are presented to show the merits of the proposed methods.

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Cites work

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Cited in

(9)

• Perturbation analysis for matrix joint block diagonalization
• Decomposition of a tensor into multilinear rank-(M_r,N_r,) terms
• A matrix polynomial spectral approach for general joint block diagonalization
• On Uniqueness and Computation of the Decomposition of a Tensor into Multilinear Rank-(1,L_r,L_r) Terms
• On identifiability of higher order block term tensor decompositions of rank \(L_r \otimes\) rank-1
• An NPDo approach for principal joint block diagonalization
• General transformation for block diagonalization of weakly coupled linear systems composed of n-subsystems
• Solving the general joint block diagonalization problem via linearly independent eigenvectors of a matrix polynomial.
• Some perturbation results for a normalized non-orthogonal joint diagonalization problem

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Uses Software

• Tensorlab

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