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Joint Eigenvalue Decomposition Using Polar Matrix Factorization

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Latent Variable Analysis and Signal Separation (LVA/ICA 2010)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 6365))

Abstract

In this paper we propose a new algorithm for the joint eigenvalue decomposition of a set of real non-defective matrices. Our approach resorts to a Jacobi-like procedure based on polar matrix decomposition. We introduce a new criterion in this context for the optimization of the hyperbolic matrices, giving birth to an original algorithm called JDTM. This algorithm is described in detail and a comparison study with reference algorithms is performed. Comparison results show that our approach provides quicker and more accurate results in all the considered situations.

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Author information

Authors and Affiliations

  1. Inserm, UMR 642, Rennes, F-35000, France

    Xavier Luciani & Laurent Albera

  2. Université de Rennes 1, LTSI, Rennes, F-35000, France

    Xavier Luciani & Laurent Albera

Authors
  1. Xavier Luciani
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  2. Laurent Albera
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Editor information

Editors and Affiliations

  1. Dept. of Electrical Engineering, Universitè d’Evry Val d’Essone, 40 rue du Pelvoux, 91020, Courcouronnes, France

    Vincent Vigneron

  2. Laboratoire I3S, Les Algorithmes - Euclide-B, BP 121, Université de Nice-Sophia Antipolis, 2000 Route des Lucioles, 06903, Sophia Antipolis Cedex, France

    Vicente Zarzoso

  3. School of Engineering, Dept. of Telecommunications, ISITSchool of Engineering, Dept. of Telecommunications, ISITV, Université de Toulon, Avenue George Pompidou, BP 56, La Valette du Var, Cedex, 83162, France

    Eric Moreau

  4. INRIA France, Equipe-projet METISS, Centre de Recherche INRIA Rennes-Bretagne Atlantique, Campus de Beaulieu, 35042, Rennes cedex, France

    Rémi Gribonval

  5. INRIA France, Equipe-projet METISS, Centre de Recherche INRIA Rennes-Bretagne Atlantique, Campus de Beaulieu, 35042, Rennes Cedex, France

    Emmanuel Vincent

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© 2010 Springer-Verlag Berlin Heidelberg

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Luciani, X., Albera, L. (2010). Joint Eigenvalue Decomposition Using Polar Matrix Factorization. In: Vigneron, V., Zarzoso, V., Moreau, E., Gribonval, R., Vincent, E. (eds) Latent Variable Analysis and Signal Separation. LVA/ICA 2010. Lecture Notes in Computer Science, vol 6365. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15995-4_69

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  • DOI: https://doi.org/10.1007/978-3-642-15995-4_69

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-15994-7

  • Online ISBN: 978-3-642-15995-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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