Conference Proceedings

A new algorithm for computing the extreme eigenvectors of a complex hermitian matrix

JH Manton

IEEE Workshop on Statistical Signal Processing Proceedings | IEEE | Published : 2001

Abstract

An algorithm was presented for computing the eigenvector associated with either the largest or the smallest eigenvalue of a complex Hermitian matrix. The optimal step size was calculated and a global convergence proof was given. Simulations showed that unlike classical algorithms for finding extremal eigenvectors, the convergence rate of the proposed method was relatively insensitive to the eigenvalue distribution.

University of Melbourne Researchers