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IDA
2009
Springer
13 years 9 months ago
Least Square Joint Diagonalization of Matrices under an Intrinsic Scale Constraint
Abstract. We present a new algorithm for approximate joint diagonalization of several symmetric matrices. While it is based on the classical least squares criterion, a novel intrin...
Dinh-Tuan Pham, Marco Congedo
ICA
2004
Springer
13 years 10 months ago
Approximate Joint Diagonalization Using a Natural Gradient Approach
We present a new algorithm for non-unitary approximate joint diagonalization (AJD), based on a “natural gradient”-type multiplicative update of the diagonalizing matrix, comple...
Arie Yeredor, Andreas Ziehe, Klaus-Robert Mül...
ICASSP
2008
IEEE
13 years 11 months ago
A fast approximate joint diagonalization algorithm using a criterion with a block diagonal weight matrix
We propose a new algorithm for Approximate Joint Diagonalization (AJD) with two main advantages over existing state-of-the-art algorithms: Improved overall running speed, especial...
Petr Tichavský, Arie Yeredor, Jan Nielsen