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Solving the generalized eigenvalue problem with singular forms

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1 Author(s)
Zoltowski, M.D. ; Purdue University, West Lafayette, IN, USA

Two methods are developed for computing the generalized eigenvalues and eigenvectors associated with the matrix pair {A, B}, where B is a singular Hermitian matrix and A is a matrix, not necessarily Hermitian, the range space of which is a subset of the range space of B. Conventional methods of solution break down for this case. An application is described based on the recently reported ESPRIT algorithm, a method of high-resolution direction-of-arrival estimation.

Published in:

Proceedings of the IEEE  (Volume:75 ,  Issue: 11 )