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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 <[email protected]> 
Maintainer  Cedric GouyPailler <[email protected]> 
License  GPL (>= 2) 
Version  0.3 
URL  https://github.com/gouypailler/jointDiag 
Package repository  View on CRAN 
Installation 
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