Least square joint diagonalization of matrices under an intrinsic scale constraint
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 » |