Related papers: Uniqueness Analysis of Non-Unitary Matrix Joint Di…
Joint diagonalization of a set of positive (semi)-definite matrices has a wide range of analytical applications, such as estimation of common principal components, estimation of multiple variance components, and blind signal separation.…
In this paper, we address a convolutive blind source separation (BSS) problem and propose a new extended framework of FastMNMF by introducing prior information for joint diagonalization of the spatial covariance matrix model. Recently,…
Diagonalization, or eigenvalue decomposition, is very useful in many areas of applied mathematics, including signal processing and quantum physics. Matrix decomposition is also a useful tool for approximating matrices as the product of a…
We present a matrix version of a known method of constructing common eigenvectors of two diagonalizable commuting matrices, thus enabling their simultaneous diagonalization. The matrices may have simple eigenvalues of multiplicity greater…
The joint bidiagonalization (JBD) method has been used to compute some extreme generalized singular values and vectors of a large regular matrix pair $\{A,L\}$, where we propose three approaches to compute approximate generalized singular…
Joint blind source separation (J-BSS) is an emerging data-driven technique for multi-set data-fusion. In this paper, J-BSS is addressed from a tensorial perspective. We show how, by using second-order multi-set statistics in J-BSS, a…
The problem of determining whether a diagonally dominant matrix is singular or nonsingular is a classical topic in matrix theory. This paper develops necessary and sufficient conditions for the singularity or nonsingularity of diagonally…
We provide a solution to the problem of simultaneous $diagonalization$ $via$ $congruence$ of a given set of $m$ complex symmetric $n\times n$ matrices $\{A_{1},\ldots,A_{m}\}$, by showing that it can be reduced to a possibly…
The joint bidiagonalization(JBD) process is a useful algorithm for the computation of the generalized singular value decomposition(GSVD) of a matrix pair. However, it always suffers from rounding errors, which causes the Lanczos vectors to…
It is well known that a set of non-defect matrices can be simultaneously diagonalized if and only if the matrices commute. In the case of non-commuting matrices, the best that can be achieved is simultaneous block diagonalization. Here we…
Tensor diagonalization means transforming a given tensor to an exactly or nearly diagonal form through multiplying the tensor by non-orthogonal invertible matrices along selected dimensions of the tensor. It is generalization of approximate…
Blind single-channel source separation is a long standing signal processing challenge. Many methods were proposed to solve this task utilizing multiple signal priors such as low rank, sparsity, temporal continuity etc. The recent advance of…
In this paper, we develop structure assisted nonnegative matrix factorization (NMF) methods for blind source separation of degenerate data. The motivation originates from nuclear magnetic resonance (NMR) spectroscopy, where a multiple…
This work develops a multiscale solution decomposition (MSD) method for nonlocal-in-time problems to separate a series of known terms with multiscale singularity from the original singular solution such that the remaining unknown part…
Simultaneous matrix diagonalization is used as a subroutine in many machine learning problems, including blind source separation and paramater estimation in latent variable models. Here, we extend algorithms for performing joint…
This work studies the problem of simultaneously separating and reconstructing signals from compressively sensed linear mixtures. We assume that all source signals share a common sparse representation basis. The approach combines classical…
The singular value decomposition (SVD) is not only a classical theory in matrix computation and analysis, but also is a powerful tool in machine learning and modern data analysis. In this tutorial we first study the basic notion of SVD and…
Block diagonalization (BD) is a practical linear precoding technique that eliminates the inter-user interference in downlink multiuser multiple-input multiple-output (MIMO) systems. In this paper, we apply BD to the downlink transmission in…
The spectral decomposition of a real skew-symmetric matrix $A$ can be mathematically transformed into a specific structured singular value decomposition (SVD) of $A$. Based on such equivalence, a skew-symmetric Lanczos bidiagonalization…
We give an algorithm that uses only unitary transformations and for each square complex matrix constructs a *congruent matrix that is a direct sum of a nonsingular matrix and singular Jordan blocks.