Some Papers and Codes on Joint Diagonalization

In this page you can find:

  1. Code and paper on a set of simple algorithms for non-orthogonal matrix joint diagonalization
  2. Two papers concerning the issue of sensitivity of the problem of matrix joint diagonalization

Simple LU and QR Based Non-Orthogonal Joint Diagonalization

Four algorithms LUJ1D, QRJ1D, LUJ2D and QRJ2D are simple algorithms for non-orthogonal joint diagonalization of a set of symmetric matrices. They are based on the idea of extension of the application of Jacobi matrices (rotations) to non-orthogonal groups and successive one-dimensional optimization using these matrices.

Sensitivity Analysis for the Problem of Matrix Joint Diagonalization

An interesting issue related to the problem of non-orthogonal joint diagonalization is the question:``what affects the sensitivity of the problem or what is the condition number that can be associated to this problem?''. This question has been addressed in the following two papers:
Page Maintained By:Bijan Afsari
Last Modified: Feb, 26, 2007