ort.m

I developed an algorithm for using local ICA in denoising multidimensional data. It uses delay embed

function A = ort(A);
% A = ort(A)
%
% extend A with rows (columns) which are orthongonal to the existing rows (columns)
%
% 1.6.03 initial version
% 1.9.04 rewrite
% Peter Gruber

error(nargchk(1,1,nargin))     % check no. of input args

[rows,columns] = size(A);

if (rows>columns)
 A=ort(A')';
 return
end

for i=1:rows
 A(i,:)=A(i,:)/norm(A(i,:));
end

while (rows<columns)
 m=zeros(rows+1);
 m(1:rows,1:rows+1)=A(1:rows,1:rows+1);
 n=zeros(1,columns);
 for i=1:rows+1
  m(rows+1,i)=1;
  n(1,i)=det(m);
  m(rows+1,i)=0;
 end
 if (norm(n)>0) n=n/norm(n); end
 A=[A;n];
 rows=rows+1;
end

return