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.

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Package details

AuthorCedric Gouy-Pailler <[email protected]>
MaintainerCedric Gouy-Pailler <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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jointDiag documentation built on Sept. 10, 2017, 1:04 a.m.