Schur parametrization of symmetric indefinite matrices

Klaus Diepold, Rainer Pauli

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

It is shown that the generalized Schur algorithm for triangular factorization of symmetric positive definite matrices has a natural extension to the factorization of symmetric indefinite matrices with nonsingular principal submatrices. The proof is constructive and provides for an explicit formulation of the J-orthogonal and triangular matrices involved in the procedure. The (group-theoretic) significance of degenerate transformation steps involving unbounded reflection coefficients is precisely identified. It is found how to assign them an interpretation as Schur parameters and how to get benefit from this knowledge for performing a suitable change of equivalence class during execution, instead of a breakdown of the algorithm.

Original languageEnglish
Title of host publicationProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
PublisherPubl by IEEE
Pages3401-3404
Number of pages4
ISBN (Print)0780300033
DOIs
StatePublished - 1991
EventProceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91 - Toronto, Ont, Can
Duration: 14 May 199117 May 1991

Publication series

NameProceedings - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing
Volume5
ISSN (Print)0736-7791

Conference

ConferenceProceedings of the 1991 International Conference on Acoustics, Speech, and Signal Processing - ICASSP 91
CityToronto, Ont, Can
Period14/05/9117/05/91

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