Digital Signal Processing Reference
In-Depth Information
Let σ be any number such that
σ 0 >σ>σ 1 .
(19 . 161)
We will show how to find real unitary matrices U 1 and U 2 such that
σ 0
U 2 = σ
.
0
×
U 1
(19 . 162)
0
σ 1
0
σ 0 σ 1
Thus, the product of the diagonal elements is unchanged by the premultiplication
with U 1 and postmultiplication with U 2 . Since U 1 and U 2 are real and unitary,
they can both be regarded as planar rotation operator s [Ho rn and Johnson, 1985].
Note that the case where σ is the geometric mean σ 0 σ 1 is a special case which
still satisfies Eq. (19.161); the diagonal elements on the right hand side of Eq.
(19.162) become identical in this case.
Construction of U 1 and U 2 . Choose
U 2 = c
,
0
,
s
sc
1
σ
1
U 1 =
(19 . 163)
1
0
where c =cos θ and s =sin θ . Wewillshowhowtochoosecos θ such that
all the claims are satisfied. We have
σ 0
c 2 σ 0
.
1
σ
+ s 2 σ 1
sc ( σ 1
σ 0
0
)
U 1
U 2
=
0
σ 1
0
σ 0 σ 1
So we have to choose cos θ such that
c 2 σ 0 + s 2 σ 1 = σ 2 ,
(19 . 164)
that is,
c 2 = σ 2
σ 1
σ 1
The right-hand side of the above expression is in the range 0 <x< 1as
required (because of Eqs. (19.160) and (19.161)). With c chosen to satisfy
Eq. (19.164) we have
σ 0
σ 0
σ ( σ 1 − σ 0 )
0
0
U 1
U 2
=
0
σ 1
σ 0 σ 1
as claimed. Note that U 2 is unitary, and with c chosen to satisfy Eq. (19.164)
U 1 is unitary as well.
 
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