Toeplitz Eigensystem Solver

Yu Hen Hu; Sun Yuan Kung

doi:10.1109/TASSP.1985.1164672

Toeplitz Eigensystem Solver

Yu Hen Hu, Sun Yuan Kung

Research output: Contribution to journal › Article › peer-review

44 Scopus citations

Abstract

In this paper, a novel algorithm for computing the minimum eigenvalue and associated eigenvector is presented. This algorithm is a derivative of the inverse iteration method which requires a linear system to be solved in each iteration. Taking advantage of the Toeplitz structure, a pipelined Toeplitz system solver can be applied to solve the Toeplitz system in O(N) time units with O(N) processors. This brings the total computing time for solving the Toeplitz minimum eigenvalue down to O(KN) time units where K is the number of iterations. This algorithm makes it possible to perform real time processing of the Pisarenko's high resolution spectrum estimate.

Original language	English (US)
Pages (from-to)	1264-1271
Number of pages	8
Journal	IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume	33
Issue number	5
DOIs	https://doi.org/10.1109/TASSP.1985.1164672
State	Published - Oct 1985
Externally published	Yes

All Science Journal Classification (ASJC) codes

Signal Processing

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10.1109/TASSP.1985.1164672

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year = "1985",

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doi = "10.1109/TASSP.1985.1164672",

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AU - Kung, Sun Yuan

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AB - In this paper, a novel algorithm for computing the minimum eigenvalue and associated eigenvector is presented. This algorithm is a derivative of the inverse iteration method which requires a linear system to be solved in each iteration. Taking advantage of the Toeplitz structure, a pipelined Toeplitz system solver can be applied to solve the Toeplitz system in O(N) time units with O(N) processors. This brings the total computing time for solving the Toeplitz minimum eigenvalue down to O(KN) time units where K is the number of iterations. This algorithm makes it possible to perform real time processing of the Pisarenko's high resolution spectrum estimate.

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JF - IEEE Transactions on Acoustics, Speech, and Signal Processing

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Toeplitz Eigensystem Solver

Abstract

All Science Journal Classification (ASJC) codes

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