Performance Improvement of the FFDiag Algorithm based on Pre-Diagonalization by Closed-Form Joint Diagonalizers

Performance Improvement of the FFDiag Algorithm based on Pre-Diagonalization by Closed-Form Joint Diagonalizers
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DOI:
10.2316/p.2013.804-016
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发表时间:
2013
期刊:
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影响因子:
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通讯作者:
Miho Murota;A. Tanaka
Miho Murota;A. Tanaka
中科院分区:
其他
文献类型:
--
作者:
Miho Murota;A. Tanaka

文献摘要

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在本文中,我们试图提高性能的FFDiag算法,这是一个国家的最先进的基于迭代的近似联合对角化一组给定的实值对称矩阵。改进的核心思想是预对角化的封闭形式的联合对角化,其计算成本小于FFDiag算法。数值实验的近似联合对角化的一组实值对称矩阵,这是随机产生的,进行验证的有效性,所提出的计划的计算成本和联合对角化性能。
In this paper, we try to improve the performance of the FFDiag algorithm, which is one of the state-of-the-art iteration-based approximate joint diagonalizers of a given set of real-valued symmetric matrices. The key idea of the improvement is pre-diagonalization by a closed-form joint diagonalizer whose computational cost is smaller than that of the FFDiag algorithm. Numerical experiments for approximate joint diagonalization of a set of real-valued symmetric matrices, that are randomly generated, are conducted to verify the efficacy of the proposed scheme in terms of computational costs and joint diagonalization performance.