Tridiagonal vector enhanced multivariance products representation

Abstract

This paper proposes a new vector decomposition method which is called Tridiagonal Vector Enhanced Multivariance Products Representation (TVEMPR). Decomposition is constructed with the philosophy of the recently developed
matrix decomposition method, Tridiagonal Matrix Enhanced Multivariance Products Representation (TMEMPR). Proposed method in this paper is recursive and uses folding and unfolding concepts. TVEMPR decomposes a vector as a summation of Kronecker products. In this work, the method and confirmative implementations have been given.