Fraser K. Coutts, J. Corr, K. Thompson, Stephan Weiss, I. Proudler, J. McWhirter
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Memory and complexity reduction in parahermitian matrix manipulations of PEVD algorithms
A number of algorithms for the iterative calculation of a polynomial matrix eigenvalue decomposition (PEVD) have been introduced. The PEVD is a generalisation of the ordinary EVD and will diagonalise a parahermitian matrix via paraunitary operations. This paper addresses savings - both computationally and in terms of memory use - that exploit the parahermitian structure of the matrix being decomposed, and also suggests an implicit trimming approach to efficiently curb the polynomial order growth usually observed during iterations of the PEVD algorithms. We demonstrate that with the proposed techniques, both storage and computations can be significantly reduced, impacting on a number of broadband multichannel problems.