Joint Approximate Diagonalization of a Set of Square Matrices

Different algorithms to perform approximate joint diagonalization of a finite set of square matrices. Depending on the algorithm, orthogonal or non-orthogonal diagonalizer is found. These algorithms are particularly useful in the context of blind source separation.


Reference manual

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0.3 by Cedric Gouy-Pailler, 10 days ago

Browse source code at

Authors: Cedric Gouy-Pailler <>

Documentation:   PDF Manual  

GPL (>= 2) license

See at CRAN