2019
DOI: 10.1016/j.laa.2019.07.012
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Perturbation analysis for matrix joint block diagonalization

Abstract: The matrix joint block diagonalization problem (jbdp) of a given matrix set A = {A i } m i=1 is about finding a nonsingular matrix W such that all W T A i W are block diagonal. It includes the matrix joint diagonalization problem (jdp) as a special case for which all W T A i W are required diagonal. Generically, such a matrix W may not exist, but there are practically applications such as multidimensional independent component analysis (MICA) for which it does exist under the ideal situation, ie., no noise is … Show more

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Cited by 3 publications
(4 citation statements)
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“…When W is good‐conditioned, ‖ W −1 X ‖ F is small. However, if W is ill‐conditioned, ‖ W −1 X ‖ F can be quite large, which means that X Π can be of “low quality.” In fact, from the perturbation theory of the JBD problem (see also the perturbation theory of the JD problem in the works of Shi et al and Afsari), the diagonalizer is sensitive to the perturbation when it is ill‐conditioned. Therefore, it is not surprising to conclude that C can be large when W is ill‐conditioned.…”
Section: Resultsmentioning
confidence: 99%
“…When W is good‐conditioned, ‖ W −1 X ‖ F is small. However, if W is ill‐conditioned, ‖ W −1 X ‖ F can be quite large, which means that X Π can be of “low quality.” In fact, from the perturbation theory of the JBD problem (see also the perturbation theory of the JD problem in the works of Shi et al and Afsari), the diagonalizer is sensitive to the perturbation when it is ill‐conditioned. Therefore, it is not surprising to conclude that C can be large when W is ill‐conditioned.…”
Section: Resultsmentioning
confidence: 99%
“…This requires finding a common block-diagonalization of the matrices representing the symmetry group action. A large number of numerical methods for this task have been developed [10][11][12][13][14][15][16][17][18][19][20][21][22][23]. These algorithms must be compared along a number of different dimensions:…”
Section: Introductionmentioning
confidence: 99%
“…References [20][21][22][23] give algorithms for finding a block decomposition for general * -algebras and come with rigorous guarantees. Refs.…”
Section: Introductionmentioning
confidence: 99%
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