Abstract

This paper introduces a tensor framework to solve the problem of nonunitary joint block diagonalization (JBD) of a set of real or complex valued matrices. We show that JBD can be seen as a particular case of the block-component-decomposition (BCD) of a third-order tensor. The resulting tensor model fitting problem does not require the block-diagonalizer to be a square matrix: the over- and underdetermined cases can be handled. To compute the tensor decomposition, we build an efficient nonlinear conjugate gradient (NCG) algorithm. In the over- and exactly determined cases, we show that exact JBD can be computed by a closed-form solution based on eigenvalue analysis. In approximate JBD problems, this solution can be used to efficiently initialize any iterative JBD algorithm such as NCG. Finally, we illustrate the performance of our technique in the context of independent subspace analysis (ISA) based on second-order statistics (SOS).

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.