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The problem of joint approximate diagonalization of symmetric real matrices is addressed. It is reduced to an optimization problem with the restriction that the matrix of the similarity transformation ...

Abstract: We propose a new algorithm for Approximate Joint Diagonalization (AJD) with two main advantages over existing state-of-the-art algorithms: Improved overall running speed, especially in large ...

Diagonalisation of a matrix is the process of reduction of a matrix to diagonal form. The process of reduction of a matrix to diagonal form is as follows: A square matrix of order n with n linearly ...