| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4632582 | Applied Mathematics and Computation | 2009 | 11 Pages |
Abstract
This paper addresses the problem of joint diagonalization of a set of matrices. A new Jacobi-Like method that has the advantages of computational efficiency and of generality is presented. The proposed algorithm brings the general matrices into normal ones and performs a joint diagonalization by a combination of unitary and shears (non-unitary) transformations. It is based on the iterative minimization of an appropriate cost function using generalized Jacobi rotation matrices.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
R. Iferroudjene, K. Abed Meraim, A. Belouchrani,