Identification of Matrix Joint Block Diagonalization
- URL: http://arxiv.org/abs/2011.01111v1
- Date: Mon, 2 Nov 2020 16:42:32 GMT
- Title: Identification of Matrix Joint Block Diagonalization
- Authors: Yunfeng Cai and Ping Li
- Abstract summary: The matrix blind joint block diagonalization problem (BJBDP) plays an important role in independent subspace analysis (ISA)
We propose a bi-block diagonalization'' method to solve BJBDP, and establish sufficient conditions under which the method is able to accomplish the task.
- Score: 28.83358353043287
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Given a set $\mathcal{C}=\{C_i\}_{i=1}^m$ of square matrices, the matrix
blind joint block diagonalization problem (BJBDP) is to find a full column rank
matrix $A$ such that $C_i=A\Sigma_iA^\text{T}$ for all $i$, where $\Sigma_i$'s
are all block diagonal matrices with as many diagonal blocks as possible. The
BJBDP plays an important role in independent subspace analysis (ISA). This
paper considers the identification problem for BJBDP, that is, under what
conditions and by what means, we can identify the diagonalizer $A$ and the
block diagonal structure of $\Sigma_i$, especially when there is noise in
$C_i$'s. In this paper, we propose a ``bi-block diagonalization'' method to
solve BJBDP, and establish sufficient conditions under which the method is able
to accomplish the task. Numerical simulations validate our theoretical results.
To the best of the authors' knowledge, existing numerical methods for BJBDP
have no theoretical guarantees for the identification of the exact solution,
whereas our method does.
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