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Main Authors: Wang, Ying, Ephremidze, Lasha, Reyes, Ronaldo Garcıa, Valdes-Sosa, Pedro
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2503.02553
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author Wang, Ying
Ephremidze, Lasha
Reyes, Ronaldo Garcıa
Valdes-Sosa, Pedro
author_facet Wang, Ying
Ephremidze, Lasha
Reyes, Ronaldo Garcıa
Valdes-Sosa, Pedro
contents Spectral factorization is a powerful mathematical tool with diverse applications in signal processing and beyond. The Janashia-Lagvilava method has emerged as a leading approach for matrix spectral factorization. In this paper, we extend a central equation of the method to the non-commutative case, enabling polynomial coefficients to be represented in block matrix form while preserving the equation's fundamental structure. This generalization results in an exponential speedup for high-dimensional matrices. Our approach addresses challenges in factorizing massive-dimensional matrices encountered in neural data analysis and other practical applications.
format Preprint
id arxiv_https___arxiv_org_abs_2503_02553
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Exponential Speedup of the Janashia-Lagvilava Matrix Spectral Factorization Algorithm
Wang, Ying
Ephremidze, Lasha
Reyes, Ronaldo Garcıa
Valdes-Sosa, Pedro
Complex Variables
47A68
Spectral factorization is a powerful mathematical tool with diverse applications in signal processing and beyond. The Janashia-Lagvilava method has emerged as a leading approach for matrix spectral factorization. In this paper, we extend a central equation of the method to the non-commutative case, enabling polynomial coefficients to be represented in block matrix form while preserving the equation's fundamental structure. This generalization results in an exponential speedup for high-dimensional matrices. Our approach addresses challenges in factorizing massive-dimensional matrices encountered in neural data analysis and other practical applications.
title Exponential Speedup of the Janashia-Lagvilava Matrix Spectral Factorization Algorithm
topic Complex Variables
47A68
url https://arxiv.org/abs/2503.02553