The geometric mean decomposition

DOI10.1016/J.LAA.2004.09.018MaRDI QIDQ1763844zbMATH OpenOpenAlexFDO

Authors Yi Jiang, William Hager, Jian Li

Publication date 22 February 2005

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2004.09.018

zbMATH Keywords

\textbf{QR} decompositionalgorithmsgeometric mean decompositionmatrix factorizationMIMO systemsSchur decompositionsignal processingsingular value decompositionunitary factorization

Mathematics Subject Classification ID

Factorization of matrices (15A23) Signal detection and filtering (aspects of stochastic processes) (60G35) Orthogonalization in numerical linear algebra (65F25) Application of orthogonal and other special functions (94A11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Review text

Let \({\mathbb C}\) be the field of complex numbers. The matrix \({\mathbb H}\) in \({\mathbb C}^{m\times m}\) is said to have a geometric mean decomposition if \({\mathbb H}\)=\textbf{QRP}\(^\star\), where \({\mathbb P}\), \({\mathbb Q}\) are matrices with orthonormal columns and \({\mathbb R}\) is a real upper triangular matrix with diagonal elements all equal to the geometric mean of the positive singular values of \({\mathbb H}\). The authors develop algorithms for computing the geometric mean decomposition of a matrix \({\mathbb H}\). The interest in this problem arose in signal processing.

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• The geometric mean of two matrices from a computational viewpoint.
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Cites work

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Cited in

(4)

• Optimization of generalized mean square error in signal processing and communication
• Following the Trail of the Operator Geometric Mean
• New results on Hermitian matrix rank-one decomposition
• The generalized triangular decomposition

Describes a project that uses

Uses Software

• mctoolbox
• NAPACK

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