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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:
e/QDIAG/gpl.txt
e/QDIAG/qdiag.m
e/QDIAG/corrmat.m
e/QDIAG/usage.txt
/approximate_simultaneous_matrix_diagonalization_qdiag/
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Copyright TU Berlin 2008