2017/03/02 by Yunfeng Cai, Cai, Yunfeng, Reng-cang Li +1
Computer Science · Engineering · #15A23 #15A69 #49Q12 #65F99 #Blind Source Separation Techniques #Control Systems and Identification #FOS: Mathematics #Numerical Analysis (math.NA) #Sparse and Compressive Sensing Techniques
paper · pdf · doi:10.48550/arxiv.1703.00591
openalex publication_date 2017/03/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The matrix joint block diagonalization problem (JBDP) of a given matrix set A=\Ai\i=1m is about finding a nonsingular matrix W such that all WT Ai W are block diagonal. It includes the matrix joint diagonalization problem (JBD) as a special case for which all WT Ai W are required diagonal. Generically, such a matrix W may not exist, but there are practically applications such as multidimensional independent component analysis (MICA) for which it does exist under the ideal situation, i.e., no noise is presented. However, in practice noises do get in and, as a consequence, the matrix set is only approximately block diagonalizable, i.e., one can only make all \widetildeWT Ai\widetildeW nearly block diagonal at best, where \widetildeW is an approximation to W, obtained usually by computation. This motivates us to develop a perturbation theory for JBDP to address, among others, the question: how accurate this \widetildeW is. Previously such a theory for JDP has been discussed, but no effort has been attempted for JBDP yet. In this paper, with the help of a necessary and sufficient condition for solution uniqueness of JBDP recently developed in [Cai and Liu, \em SIAM J. Matrix Anal. Appl., 38(1):50--71, 2017], we are able to establish an error bound, perform backward error analysis, and propose a condition number for JBDP. Numerical tests validate the theoretical results.