一种新的联合对角化算法

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Abstract This paper proposes a new algorithm for joint diagonalization of positive definite symmetric matrices and shows that it can be approximated by an independent component analysis problem. The good performance of the algorithm is illustrated with an example by compared with other approaches.

Key words： Joint diagonalization Independent Component Analysis（ICA） Gaussian distri- bution

Received: 22 April 2002

PACS:

TN911.72

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	Yue Bo
	Jiao Licheng

Cite this article:

Yue Bo,Jiao Licheng. An algorithm for joint diagonalization of positive definite symmmetric matrices[J]. , 2003, 25(7): 892-895 .

URL:

http://jeit.ie.ac.cn/EN/ OR http://jeit.ie.ac.cn/EN/Y2003/V25/I7/892

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