| 一组特征矩阵的联合对角化 |
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| 引用本文： | 张海琴.一组特征矩阵的联合对角化[J].西安电子科技大学学报,2001,28(3):343-347. |
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| 作者姓名： | 张海琴 |
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| 作者单位： | 张海琴（西安电子科技大学 理学院，陕西 西安 710071） |
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| 基金项目： | 国家自然科学基金资助项目(69972037) |
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| 摘 要： | 发展了一组特征矩阵联合对角化的新算法，这个算法利用了左右特征矢量之间的双正交性，定义了用于追踪单个分量的代价函数，找到了快速求解代价函数最优解的迭代算法。通过系统化的多阶段分解和多阶段重构，可以得到全部特征矢量。
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| 关 键 词： | 特征矩阵 联合对角化 双正交性 代价函数 多阶段分解 |
| 文章编号： | 1001-2400(2001)03-0343-05 |
| 修稿时间： | 2000年9月4日 |
Jointly Approximate Diagonalization for a set of eigen-matrices |
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| ZHANG Hai,qin.Jointly Approximate Diagonalization for a set of eigen-matrices[J].Journal of Xidian University,2001,28(3):343-347. |
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| Authors: | ZHANG Hai qin |
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| Abstract: | In recent years, the jointly approximate diagonalization problem is proposed in blind source separation. This paper gives a new algorithm for jointly approximate diagonalization of a set of eigen matrices on the basis of the biorthogonality between left and right eigen vectors. We propose that the new cost functions are used to find the single eigen component. An efficient iterative algorithm is introduced and used to find the global optimal solution of the cost functions. By the systematic multistage decomposition and multistage reconstruction, we have obtained all the eigen components. |
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| Keywords: | eigen matrix jointly approximate diagonalization biorthogonality cost function multistage decomposition |
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