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.
Original publications of the algorithms can be found in
Ziehe et al. (2004), Pham and Cardoso (2001)
README ========================================================================== This package has been created during my PhD thesis and is based on different joint approximate diagonalization algorithms, see authors pages for details. ========================================================================== If you find any problem, feel free to contact me.