Cedric Gouy-Pailler <cedric.gouypailler@gmail.com> from
original code by Antoine Souloumiac (J_Di), Dinh-Tuan Pham
(jadiag and lscjadiag), Marco Congedo (lscjadiag), Petr
Tichavky (uwedge), Andreas Ziehe (ffdiag), Roland Vollgraf
(qdiag)
Different algorithms to perform approximate joint
diagonalization of a finite set of square matrices. The
algorithms have been provided by different authors (see list
above). Depending on the algorithm, orthogonal or
non-orthogonal diagonalizer is found.

Joint Approximate Diagonalization of a Set of Square Matrices
Different algorithms to perform approximate joint diagonalization
of a finite set of square matrices. Depending on the algorithm,
orthogonal or non-orthogonal diagonalizer is found. These algorithms
are particularly useful in the context of blind source separation.

Different algorithms to perform approximate joint diagonalization
of a finite set of square matrices. Depending on the algorithm,
orthogonal or non-orthogonal diagonalizer is found. These algorithms
are particularly useful in the context of blind source separation.
Original publications of the algorithms can be found in
Ziehe et al. (2004), Pham and Cardoso (2001) <doi:10.1109/78.942614>,
Souloumiac (2009) <doi:10.1109/TSP.2009.2016997>,
Vollgraff and Obermayer <doi:10.1109/TSP.2006.877673>. An example of
application in the context of Brain-Computer Interfaces EEG denoising
can be found in Gouy-Pailler et al (2010) <doi:10.1109/TBME.2009.2032162>.

Joint Mean and Covariance Estimation for Matrix-Variate Data
c(person("Michael", "Hornstein",
email = "mdhornstein@gmail.com",
role = c("aut", "cre")),
person("Roger", "Fan", email = "rogerfan@umich.edu",
role = "aut"),
person("Kerby", "Shedden", email="kshedden@umich.edu",
role="aut"),
person("Shuheng", "Zhou", email="simone.zhou@ucr.edu",
role="aut"))
Jointly estimates two-group means and covariances
for matrix-variate data and calculates test statistics.
This package implements the algorithms defined in
Hornstein, Fan, Shedden, and Zhou (2018)
<doi:10.1080/01621459.2018.1429275>.
Michael Hornstein [aut, cre],
Roger Fan [aut],
Kerby Shedden [aut],
Shuheng Zhou [aut]