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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 [1].

qdiag.m [2] - Simultaneous matrix diagonalization routine
corrmat.m [3] - Computation of time-lagged correlation matrices

How to use these files is described here [4].

If you use this software for publication, please cite:

Vollgraf, R. and Obermayer, K. (2006). Quadratic Optimization for Simultaneous Matrix Diagonalization [5]. IEEE Trans. Signal Processing Applications, 54, 3270 – 3278.

------ Links: ------

[1] https://www.ni.tu-berlin.de/fileadmin/fg215/softwar
e/QDIAG/gpl.txt

[2] https://www.ni.tu-berlin.de/fileadmin/fg215/softwar
e/QDIAG/qdiag.m

[3] https://www.ni.tu-berlin.de/fileadmin/fg215/softwar
e/QDIAG/corrmat.m

[4] https://www.ni.tu-berlin.de/fileadmin/fg215/softwar
e/QDIAG/usage.txt

[5] https://www.ni.tu-berlin.de/menue/software_and_data
/approximate_simultaneous_matrix_diagonalization_qdiag/
parameter/en/maxhilfe/?tx_sibibtex_pi1%5Bcontentelement
%5D=tt_content%3A306927&tx_sibibtex_pi1%5BshowUid%5
D=1166776&cHash=eed97bd8751bbb6dc26e8d3664f0280d