首页> 外文会议>European signal processing conference;EUSIPCO 2009 >CANONICAL DECOMPOSITION OF EVEN ORDER HERMITIAN POSITIVE SEMI-DEFINITE ARRAYS
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CANONICAL DECOMPOSITION OF EVEN ORDER HERMITIAN POSITIVE SEMI-DEFINITE ARRAYS

机译:偶数阶Hermitian正半确定矩阵的正则分解

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Most of the algorithms today available to compute the canonical decomposition of higher order arrays are either computationally very heavy, or are not guaranteed to converge to the global optimum. The solution we propose in order to keep the numerical complexity moderate is i) to stop the latter algorithms once the solution belongs to the convergence region of the global optimum, and ii) to refine the solution with a mere gradient descent algorithm. The case of fourth order hermitian positive semi-definite arrays with complex entries is considered. In fact, the hermitian symmetry constraint is taken into account by optimizing a higher order multivariate polynomial criterion. A compact matrix form of the gradient is then computed based on an appropriate framework allowing for derivation in C whereas the cost function is not complex analytic. This compact expression is perfectly suitable for matrix-based programming environments such as MAT-LAB where loops are to be avoided at all costs. Eventually, computer results show a good performance of the proposed approach.
机译:如今,大多数可用于计算高阶数组的规范分解的算法要么在计算上非常繁琐,要么不能保证收敛到全局最优值。为了保持数值复杂度适中,我们提出的解决方案是:i)一旦解决方案属于全局最优收敛区域,则停止后者的算法; ii)仅使用梯度下降算法精炼解决方案。考虑具有复杂条目的四阶厄米正半定数组的情况。实际上,通过优化高阶多元多项式准则来考虑厄米对称性约束。然后,基于允许在C中进行推导的适当框架,计算梯度的紧凑矩阵形式,而成本函数不是复杂的分析。这种紧凑的表达式非常适合基于矩阵的编程环境,例如MAT-LAB,在其中要不惜一切代价避免循环。最终,计算机结果表明了该方法的良好性能。

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