Angular factorization of matrices |
| |
Authors: | William A Porter Romano M DeSantis |
| |
Affiliation: | Department of Electrical Engineering, Louisiana State University, Baton Rouge, Louisiana 70803 U.S.A.;Department of Electrical Engineering, Ecole Polytechnique, de Montreal, Quebec, Canada |
| |
Abstract: | Let Q denote a selfadjoint matrix (or operator of finite rank). The factorization of I + Q into the form is considered. The well-known case where W is constrained to be lower triangular while D is diagonal is extended to quadrangular and other generalized-canonical forms. The case where Q is not selfadjoint is also developed. Applications for these results may be found in the realm of multivariate-stochastic approximation, and signal extraction. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|