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SVD and Signal Processing, III
book

SVD and Signal Processing, III

by M. Moonen, B. De Moor
March 1995
Intermediate to advanced content levelIntermediate to advanced
498 pages
23h 58m
English
Elsevier Science
Content preview from SVD and Signal Processing, III
Isospectral Matrix Flows for Numerical Analysis
43
.,4 = [A, (log A)_].
That is, for any k E N0,
A(k)
= k-
th step in the qR-algorithm applied to A(0).
Similar results also exist for versions of the QR-algorithm incorporating shifts; see Watkins
and Elsner [32].
S THE DOUBLE BRACKET FLOW
Brockett [5] has introduced a new class of isospectral flows on the set of symmetric matrices.
He considers the double Lie bracket equation
)(
= [X,[X,A]]
= AX 2 + X2A- 2XAX
(27)
where
[A, B] = AB-BA
denote the Lie bracket and A, X are real symmetric n x n matrices.
Here the matrix A plays the role of a parameter to guide ...
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Publisher Resources

ISBN: 9780444821072