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. Original publications of the algorithms can be found in Ziehe et al. (2004), Pham and Cardoso (2001) <doi:10.1109/78.942614>, Souloumiac (2009) <doi:10.1109/TSP.2009.2016997>, Vollgraff and Obermayer <doi:10.1109/TSP.2006.877673>. An example of application in the context of BrainComputer Interfaces EEG denoising can be found in GouyPailler et al (2010) <doi:10.1109/TBME.2009.2032162>.
Package details 


Author  Cedric GouyPailler <cedric.gouypailler@gmail.com> 
Maintainer  Cedric GouyPailler <cedric.gouypailler@gmail.com> 
License  GPL (>= 2) 
Version  0.4 
URL  https://github.com/gouypailler/jointDiag 
Package repository  View on CRAN 
Installation 
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