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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...
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...
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...