ALSCPC: Accelerated line search algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form.

Using of the accelerated line search algorithm for simultaneously diagonalize a set of symmetric positive definite matrices.

Install the latest version of this package by entering the following in R:
install.packages("ALSCPC")
AuthorDariush Najarzadeh
Date of publication2013-09-07 13:54:56
MaintainerDariush Najarzadeh <D_Najarzadeh@sbu.ac.ir>
LicenseGPL (>= 2)
Version1.0

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