Comparison of Orthogonal Matching Pursuit Implementations

Research output: Contribution to journalConference article in JournalResearchpeer-review

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Abstract

We study the numerical and computational performance of three implementations of orthogonal matching pursuit: one using the QR matrix decomposition, one using the Cholesky matrix decomposition, and one using the matrix inversion lemma. We find that none of these implementations suffer from numerical error accumulation in the inner products or the solution. Furthermore, we empirically compare the computational times of each algorithm over the phase plane.
Original languageEnglish
JournalProceedings of the European Signal Processing Conference
Volume2012
Pages (from-to)220-224
Number of pages5
ISSN2076-1465
Publication statusPublished - 2012
EventEUSIPCO2012 - Bucharest, Romania
Duration: 27 Aug 2012 → …

Conference

ConferenceEUSIPCO2012
CountryRomania
CityBucharest
Period27/08/2012 → …

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title = "Comparison of Orthogonal Matching Pursuit Implementations",
abstract = "We study the numerical and computational performance of three implementations of orthogonal matching pursuit: one using the QR matrix decomposition, one using the Cholesky matrix decomposition, and one using the matrix inversion lemma. We find that none of these implementations suffer from numerical error accumulation in the inner products or the solution. Furthermore, we empirically compare the computational times of each algorithm over the phase plane.",
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Comparison of Orthogonal Matching Pursuit Implementations. / Sturm, Bob L.; Christensen, Mads Græsbøll.

In: Proceedings of the European Signal Processing Conference, Vol. 2012, 2012, p. 220-224.

Research output: Contribution to journalConference article in JournalResearchpeer-review

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AB - We study the numerical and computational performance of three implementations of orthogonal matching pursuit: one using the QR matrix decomposition, one using the Cholesky matrix decomposition, and one using the matrix inversion lemma. We find that none of these implementations suffer from numerical error accumulation in the inner products or the solution. Furthermore, we empirically compare the computational times of each algorithm over the phase plane.

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