readme.txt

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readme.txt
As of now (20-jul-02) 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]

* A small routine that demonstrates the 
  call (with and without initialization)
  to the Hermitian vesion after generating 
  a set of target-matrices.
  [callacdc.m]

* A small routine that demonstrates the 
  same with the Hermitian vesion.
  [callacdc_sym.m]

Contibuted By:
Dr. Arie Yeredor,
Dept. of Elect. Eng. - Systems,
Tel-Aviv University.
e-mail: [e-mail]
web-site: www.eng.tau.ac.il\~arie

comments, bug reports, questions 
and suggestions are welcome.

References:

[1] Yeredor, A., Approximate Joint 
Diagonalization Using Non-Orthogonal
Matrices, Proceedings of ICA2000, 
pp.33-38, Helsinki, June 2000.

[2] Yeredor, A., Non-Orthogonal Joint 
Diagonalization in the Least-Squares 
Sense with Application in Blind Source
Separation, IEEE Trans. On Signal Processing,
vol. 50 no. 7 pp. 1545-1553, July 2002.