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Different algorithms to perform approximate joint diagonalization of a finite set of square matrices. Depending on the algorithm, orthogonal or nonorthogonal diagonalizer is found. These algorithms are particularly useful in the context of blind source separation.
Package details 


Author  Cedric GouyPailler <cedric.gouypailler@gmail.com> 
Date of publication  20091217 17:17:36 
Maintainer  Cedric GouyPailler <cedric.gouypailler@gmail.com> 
License  GPL (>= 2) 
Version  0.2 
URL  http://www.rproject.org http://www.lis.inpg.fr/pages_perso/gouypailler/ 
Package repository  View on CRAN 
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