Quadratic optimization for simultaneous matrix diagonalization - Vollgraf, R.; Obermayer, K. (IEEE transactions on signal processing, 2006)
Keywords: Algorithms; Applied sciences; Blind source separation; Blind source separation (BSS); Constrictions; Coordinate measuring machines; Detection, estimation, filtering, equalization, prediction; Eigenvalues and eigenfunctions; Exact sciences and technology; Information, signal and communications theory; Jacobian matrices; joint diagonalization; Mathematical analysis; Matrices; Matrix methods; Miscellaneous; Optimization; Optimization algorithms; Principal component analysis; quadratic optimization; Signal and communications theory; Signal processing; Signal processing algorithms; Signal, noise; Source separation; Statistics; Studies; Symmetric matrices; Telecommunications and information theory; Tensile stress; Transformations; Matrix diagonalization; Second order; Hermite interpolation; Blind source separation; Blind source separation (BSS); quadratic optimization; Implementation; Optimization; Orthogonal transformation; Least squares method; Signal processing; joint diagonalization; Objective function; Fast algorithm