this directory
contains the following:
* The ACDC algorithm for finding the
approximate general (non-orthogonal)
joint diagonalizer (in the direct Least Squares sense) of a set of Hermitian matrices.
[ACDC.m]
* The ACDC algorithm for finding the
same for a set of Symmetric matrices.
[ACDC_sym.m](note that for real-valued matrices the Hermitian and Symmetric cases are similar however, in such cases the Hermitian version
[ACDC.m], rather than the Symmetric version[ACDC_sym] is preferable.
* A function that finds an initial guess
for ACDC by applying hard-whitening
followed by Cardoso s orthogonal joint
diagonalizer. Note that ACDC may also
be called without an initial guess,
in which case the initial guess is set by default to the identity matrix.
The m-file includes the joint_diag
function (by Cardoso) for performing
the orthogonal part.
[init4ACDC.m]