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Least square joint diagonalization of matrices under an intrinsic scale constraint
Dinh-Tuan Pham, Marco Congedo

Least square joint diagonalization of matrices under an intrinsic scale constraint

Author / Organization:
Science & Mathematics Published 2009 Verification Pending

Overview & Synopsis

We present a new algorithm for approximate joint diagonal ization of several symmetric matrices. While it is based on the classical least squares criterion, a novel intrinsic scale constraint leads to a simple and easily parallelizable algorithm, called LSDIC (Least squares Diagonalization under an Intrinsic Constraint). Numerical simulations show that the algorithm behaves well as compared to other approximate joint diagonalization algorithms.

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Document Information

Document Title Least square joint diagonalization of matrices under an intrinsic scale constraint
Author / Organization Dinh-Tuan Pham, Marco Congedo
Subject & Discipline Multidisciplinary Academic Open Research
Categories Science & Mathematics
Publication Year 2009
License / Rights Open Access / Creative Commons
Resource Verification Listed PDF (Verification Pending)
Original Host Website HAL Open Science (hal.science)
File Format application/pdf (Portable Document Format)
Language EN
Catalog ID DOC-211136
Original Source Link Visit Source Page on hal.science »