jointDiag: 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.

Author
Cedric Gouy-Pailler <cedric.gouypailler@gmail.com>
Date of publication
2009-12-17 17:17:36
Maintainer
Cedric Gouy-Pailler <cedric.gouypailler@gmail.com>
License
GPL (>= 2)
Version
0.2
URLs

View on CRAN

Man pages

ajd
Wrapper: Joint approximate diagonalization of a set of...
ffdiag
Joint Approximate Diagonalization of a set of square,...
jadiag
Joint Approximate Diagonalization of a set of square,...
jedi
Approximate non-orthogonal joint diagonalization of a set of...
qdiag
Joint Approximate Diagonalization of a set of square,...
uwedge
Joint Approximate Diagonalization of a set of square,...

Files in this package

jointDiag
jointDiag/DESCRIPTION
jointDiag/NAMESPACE
jointDiag/R
jointDiag/R/J_Di.R
jointDiag/R/ajd.R
jointDiag/R/ffdiag.R
jointDiag/R/jadiag.R
jointDiag/R/qdiag.R
jointDiag/R/uwedge.R
jointDiag/README
jointDiag/man
jointDiag/man/ajd.Rd
jointDiag/man/ffdiag.Rd
jointDiag/man/jadiag.Rd
jointDiag/man/jedi.Rd
jointDiag/man/qdiag.Rd
jointDiag/man/uwedge.Rd
jointDiag/src
jointDiag/src/Makevars
jointDiag/src/Makevars.win
jointDiag/src/ffdiag.c
jointDiag/src/jadiag.c
jointDiag/src/jedi.c