Modifying the generalized singular value decomposition with application in direction-of-arrival finding

DOI10.1007/BF02510925MaRDI QIDQ1387252zbMATH OpenOpenAlexFDO

Authors Hongyuan Zha, Zhenyue Zhang

Publication date 2 June 1998

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02510925

zbMATH Keywords

algorithmsarray signal processingdirection-of-arrival findingdowndatinggeneralized eigenvalue decompositiongeneralized singular value decompositionmatrix pairnumerical experimentsupdating

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

The classes of updating and downdating algorithms for modifying the generalized singular value decomposition (GSVD) of a matrix pair are developed. The method based on CS decomposition is more accurate but computationally more expensive than the method based on the generalized eigenvalue decomposition. In both cases the updating and downdating problems can be reduced to a rank-one SVD updating problem. Applications in direction-of-arrival finding are derived. Numerical experiments are carried out to show the tracking ability of the algorithms.

Recommendations

• Computing the Generalized Singular Value Decomposition
• scientific article; zbMATH DE number 4187004
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Cites work

• Computing the CS and the generalized singular value decompositions
• Computing the Generalized Singular Value Decomposition
• Downdating the Singular Value Decomposition
• Generalizing the Singular Value Decomposition
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 4150052 (Why is no real title available?)
• scientific article; zbMATH DE number 3810798 (Why is no real title available?)
• Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
• The Effects of Rounding Error on an Algorithm for Downdating a Cholesky Factorization
• Towards a Generalized Singular Value Decomposition

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