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Quadratic Optimization for Simultaneous Matrix Diagonalization (QDIAG)
On this page you can find a MATLAB implementation of the QDIAG algorithm for simultaneous matrix diagonalization. The following two files you may download, use, redistribute, and/or modify under the terms of the GNU General Public License.
qdiag.m - Simultaneous matrix diagonalization routine
corrmat.m - Computation of time-lagged correlation matrices
How to use these files is described here.
If you use this software for publication, please cite:
Zusatzinformationen / Extras
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