Pham, Dinh Tuan Joint approximate diagonalization of positive definite Hermitian matrices. (English) Zbl 1008.65020 SIAM J. Matrix Anal. Appl. 22, No. 4, 1136-1152 (2001). Cited in 11 Documents MSC: 65F30 Other matrix algorithms (MSC2010) 15A21 Canonical forms, reductions, classification 65Y20 Complexity and performance of numerical algorithms Keywords:diagonalization; principal components; separation of sources; iterative algorithm; Hermitian positive definite matrices; convergence; numerical experiments; performance PDF BibTeX XML Cite \textit{D. T. Pham}, SIAM J. Matrix Anal. Appl. 22, No. 4, 1136--1152 (2001; Zbl 1008.65020) Full Text: DOI OpenURL