jointDiag: Joint Approximate Diagonalization of a set of square matrices
Version 0.2

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.

Getting started

Package details

AuthorCedric Gouy-Pailler <>
Date of publication2009-12-17 17:17:36
MaintainerCedric Gouy-Pailler <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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jointDiag documentation built on May 29, 2017, 10:26 p.m.