An Algorithm for Subspace Computation, with Applications in Signal Processing

DOI10.1137/0609018MaRDI QIDQ3792143zbMATH OpenOpenAlexFDO

Authors Daniel R. Fuhrmann

Publication date 1988

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

Full work available at URL https://doi.org/10.1137/0609018

zbMATH Keywords

adaptive covariance eigenstructure computationconvergenceeigenvectorsiterationLanczos methodsmallest or largest eigenvaluessymmetric matrix

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15)

Recommendations

• scientific article; zbMATH DE number 4092658
• An efficient and reliable algorithm for computing the singular subspace of a matrix, associated with its smallest singular values
• scientific article; zbMATH DE number 3880066
• Fast algorithms for updating signal subspaces
• A subspace lanczos method for the generalized symmetric eigenproblem

Cited in

(15)

• A numerical comparison of methods for solving secular equations
• Fast and stable QR eigenvalue algorithms for generalized companion matrices and secular equations
• Solving secular and polynomial equations: a multiprecision algorithm
• An adaptive extraction of generalized eigensubspace by using exact nested orthogonal complement structure
• Fast orthogonal iteration adaptive algorithms for the generalized symmetric eigenproblem
• scientific article; zbMATH DE number 3880066 (Why is no real title available?)
• A subspace algorithm for simultaneous identification and input reconstruction
• scientific article; zbMATH DE number 4007489 (Why is no real title available?)
• scientific article; zbMATH DE number 4092658 (Why is no real title available?)
• Analysis of third-order methods for secular equations
• Consistency of subspace methods for signals with almost-periodic components
• A spectrum algorithm and optimization notes
• A subspace method for space time adaptive processing
• A unifying convergence analysis of second-order methods for secular equations
• Adaptive algorithms for solving generalized eigenvalue signal enhancement problems

This page was built for publication: An Algorithm for Subspace Computation, with Applications in Signal Processing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3792143)