# Flury and Gautschi algorithms

### Description

Find the orthogonal matrix *B_0* such that minimize *Φ(B)*.

### Usage

1 | ```
FGalgorithm(eF, eG, p, n , A)
``` |

### Arguments

`eF,eG` |
small positive constants controlling error terms. |

`p` |
dimensionality. |

`n ` |
a numeric vector containing the positive integers. |

`A` |
a list of length k of positive definite symmetric matrices. |

### Value

Orthogonal matrix *B_0* such that minimize *Φ*
with respect to the group of orthogonal matrices *B*.

### Author(s)

Dariush Najarzadeh

### References

Flury, B. N., & Gautschi, W. (1986). An algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form. SIAM Journal on Scientific and Statistical Computing, 7(1), 169-184.

### Examples

1 2 3 4 5 6 7 8 9 10 11 |

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