
Accession Number : AD0678172
Title : APPROXIMATE EIGENSYSTEMS OF LARGE COVARIANCE MATRICES.
Descriptive Note : Interim rept. 1 Dec 661 May 68,
Corporate Author : SYSTEMS RESEARCH LABS INC DAYTON OHIO
Personal Author(s) : Roper,Robert B.
Report Date : 01 MAY 1968
Pagination or Media Count : 32
Abstract : The paper presents a method for obtaining approximate solutions of the algebraic eigenvalue problem for hermitian matrices with a substantial reduction in computation time. The approach is to apply a standard eigenvalue routine to submatrices of the original matrix and use the results to transform the original matrix into one of much lower dimension having eigenvalues approximately equal to the largest eigenvalues of the original matrix. A method of information compression by intrinsic analysis is described. The eigensystem approximation is applied to the intrinsic analysis computations, and explicit formulas are derived for the additional error introduced by the approximation. Results of two specific applications are given, along with tables of reductions in computation time realized using the approximation. (Author)
Descriptors : (*MATRICES(MATHEMATICS), APPROXIMATION(MATHEMATICS)), (*INFORMATION THEORY, MATRICES(MATHEMATICS)), (*SPEECH COMPRESSION, MATRICES(MATHEMATICS)), SPEECH RECOGNITION, PSYCHOLOGICAL TESTS, VOCODERS, STATISTICAL ANALYSIS, ALGORITHMS
Subject Categories : Statistics and Probability
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Distribution Statement : APPROVED FOR PUBLIC RELEASE