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: 0.2
Published: 2009-12-17
Author: Cedric Gouy-Pailler
Maintainer: Cedric Gouy-Pailler <cedric.gouypailler at gmail.com>
License: GPL (≥ 2)
URL: http://www.r-project.org http://www.lis.inpg.fr/pages_perso/gouypailler/
CRAN checks: jointDiag results

Downloads:

Package source: jointDiag_0.2.tar.gz
MacOS X binary: jointDiag_0.2.tgz
Windows binary: jointDiag_0.2.zip
Reference manual: jointDiag.pdf
Old sources: jointDiag archive