amari_distance.m

The kernel-ica package is a Matlab program that implements the Kernel ICA algorithm for independent

function Perf=amari_distance(Q1,Q2);
% AMARI_DISTANCE - distance between two matrices. Beware: it does not verify the axioms
%                  of a distance. It is always between 0 and 1.

% Copyright (c) Francis R. Bach, 2002.


m=size(Q1,1);
Per=inv(Q1)*Q2;
   Perf=[sum((sum(abs(Per))./max(abs(Per))-1)/(m-1))/m; sum((sum(abs(Per'))./max(abs(Per'))-1)/(m-1))/m];
   Perf=mean(Perf);