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. Software Cedric Gouy-Pailler <cedric.gouypailler@gmail.com> Cedric Gouy-Pailler <cedric.gouypailler@gmail.com> GPL (>= 2) 2009-12-17 application/tgz http://CRAN.R-project.org/package=jointDiag