Related papers: Simultaneous hollowisation, joint numerical range,…
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 paper addresses the problem of synchronizing orthogonal matrices over directed graphs. For synchronized transformations (or matrices), composite transformations over loops equal the identity. We formulate the synchronization problem as…
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…
This paper presents two novel regularization methods motivated in part by the geometric significance of biorthogonal bases in signal processing applications. These methods, in particular, draw upon the structural relevance of orthogonality…
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.…
This paper studies an optimization problem on the sum of traces of matrix quadratic forms in $m$ semi-orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the…
We discuss in detail a well known method for obtaining the frequencies of the normal modes of coupled harmonic oscillators that is based on the simultaneous diagonalization of two symmetric matrices. We apply it to some simple illustrative…
This paper studies an optimization problem on the sum of traces of matrix quadratic forms on $m$ orthogonal matrices, which can be considered as a generalization of the synchronization of rotations. While the problem is nonconvex, the paper…
Given a set of $p$ symmetric (real) matrices, the Orthogonal Joint Diagonalization (OJD) problem consists of finding an orthonormal basis in which the representation of each of these $p$ matrices is as close as possible to a diagonal…
We consider a set of N linearly coupled harmonic oscillators and show that the diagonalization of this problem can be put in geometrical terms. The matrix techniques developed here allowed for solutions in both the classical and quantum…
A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…
The synchronization problem over the special orthogonal group $SO(d)$ consists of estimating a set of unknown rotations $R_1,R_2,...,R_n$ from noisy measurements of a subset of their pairwise ratios $R_{i}^{-1}R_{j}$. The problem has found…
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…
We study cluster synchronization of networks and propose a canonical transformation for simultaneous block diagonalization of matrices that we use to analyze stability of the cluster synchronous solution. Our approach has several advantages…
We study orthogonal and symplectic matrix models with polynomial potentials and multi interval supports of the equilibrium measure. For these models we find the bounds (similar to the case of hermitian matrix models) for the rate of…
Recently, Zhuang, Roth, \& Sudhakar [1] proposed a method that allows simultaneous computation of the rigid transformations from world frame to robot base frame and from hand frame to camera frame. Their method attempts to solve a…
Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…
We survey recent progress on efficient algorithms for approximately diagonalizing a square complex matrix in the models of rational (variable precision) and finite (floating point) arithmetic. This question has been studied across several…
We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices,…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…