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.

Version: 0.3
Published: 2017-09-09
Author: Cedric Gouy-Pailler
Maintainer: Cedric Gouy-Pailler <cedric.gouypailler at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/gouypailler/jointDiag
NeedsCompilation: yes
Materials: README
CRAN checks: jointDiag results

Downloads:

Reference manual: jointDiag.pdf
Package source: jointDiag_0.3.tar.gz
Windows binaries: r-devel: jointDiag_0.3.zip, r-release: jointDiag_0.3.zip, r-oldrel: jointDiag_0.3.zip
OS X El Capitan binaries: r-release: jointDiag_0.3.tgz
OS X Mavericks binaries: r-oldrel: jointDiag_0.3.tgz
Old sources: jointDiag archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=jointDiag to link to this page.