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.


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install.packages("jointDiag")

0.3 by Cedric Gouy-Pailler, 10 days ago


https://github.com/gouypailler/jointDiag


Browse source code at https://github.com/cran/jointDiag


Authors: Cedric Gouy-Pailler <cedric.gouypailler@gmail.com>


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN