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
/σ
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
,
cσ
0
,
s
sc
−
1
σ
sσ
1
U
1
=
(19
.
163)
−
sσ
1
cσ
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
)
/σ
0
0
U
1
U
2
=
0
σ
1
σ
0
σ
1
/σ
as claimed. Note that
U
2
is unitary, and with
c
chosen to satisfy Eq. (19.164)
U
1
is unitary as well.
Search WWH ::
Custom Search