The Journal of Machine Learning Research
The Journal of Machine Learning Research
The Journal of Machine Learning Research
Distributed Jacobi joint diagonalization on clusters of personal computers
International Journal of Parallel Programming
Blind component separation in wavelet space: application to CMB analysis
EURASIP Journal on Applied Signal Processing
Permutation correction in the frequency domain in blind separation of speech mixtures
EURASIP Journal on Applied Signal Processing
Least Square Joint Diagonalization of Matrices under an Intrinsic Scale Constraint
ICA '09 Proceedings of the 8th International Conference on Independent Component Analysis and Signal Separation
Soft Dimension Reduction for ICA by Joint Diagonalization on the Stiefel Manifold
ICA '09 Proceedings of the 8th International Conference on Independent Component Analysis and Signal Separation
Fast approximate joint diagonalization incorporating weight matrices
IEEE Transactions on Signal Processing
Nonorthogonal joint diagonalization by combining givens and hyperbolic rotations
IEEE Transactions on Signal Processing
A simple overcomplete ICA algorithm by non-orthogonal pair optimizations
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
Nonorthogonal approximate joint diagonalization with well-conditioned diagonalizers
IEEE Transactions on Neural Networks
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Non unitary joint block diagonalization of complex matrices using a gradient approach
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Blind separation of cyclostationary sources using joint block approximate diagonalization
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
QML-based joint diagonalization of positive-definite hermitian matrices
IEEE Transactions on Signal Processing
IEEE Transactions on Signal Processing
Complex blind source separation via simultaneous strong uncorrelating transform
LVA/ICA'10 Proceedings of the 9th international conference on Latent variable analysis and signal separation
Sensitivity of joint approximate diagonalization in FD BSS
LVA/ICA'10 Proceedings of the 9th international conference on Latent variable analysis and signal separation
Joint SVD and its application to factorization method
LVA/ICA'10 Proceedings of the 9th international conference on Latent variable analysis and signal separation
Global analysis of log likelihood criterion
ICA'06 Proceedings of the 6th international conference on Independent Component Analysis and Blind Signal Separation
Joint block diagonalization algorithms for optimal separation of multidimensional components
LVA/ICA'12 Proceedings of the 10th international conference on Latent Variable Analysis and Signal Separation
On computation of approximate joint block-diagonalization using ordinary AJD
LVA/ICA'12 Proceedings of the 10th international conference on Latent Variable Analysis and Signal Separation
An algebraic method for approximate rank one factorization of rank deficient matrices
LVA/ICA'12 Proceedings of the 10th international conference on Latent Variable Analysis and Signal Separation
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This paper provides an iterative algorithm to jointly approximately diagonalize K Hermitian positive definite matrices ${\bf\Gamma}_1$, \dots, ${\bf\Gamma}_K$. Specifically, it calculates the matrix B which minimizes the criterion $\sum_{k=1}^K n_k [\log \det\diag(\B\C_k\B^*) - \log\det(\B\C_k\B^*)]$, nk being positive numbers, which is a measure of the deviation from diagonality of the matrices BCkB*$. The convergence of the algorithm is discussed and some numerical experiments are performed showing the good performance of the algorithm.