qndiag 0.1
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Description:
qndiag 0.1
Quasi-Newton algorithm for joint-diagonalization
Summary
This Python package contains code for fast joint-diagonalization of a set of
positive definite symmetric matrices. The main function is qndiag,
which takes as input a set of matrices of size (p, p), stored as a (n, p, p)
array, C. It outputs a (p, p) array, B, such that the matrices
B @ C[i] @ B.T (python), i.e. B * C(i,:,:) * B' (matlab/octave)
are as diagonal as possible.
Installation of Python package
To install the package, do:
$ pip install -U https://github.com/pierreablin/qndiag/archive/master.zip
You can also simply clone it, and then do:
$ pip install -e .
To check that everything worked, the command
$ python -c 'import qndiag'
should not return any error.
Use with Matlab or Octave
See qndiag.m and toy_example.m in the folder matlab_octave.
Cite
If you use this code please cite:
P. Ablin, J.F. Cardoso and A. Gramfort. Beyond Pham’s algorithm
for joint diagonalization. Proc. ESANN 2019.
https://www.elen.ucl.ac.be/Proceedings/esann/esannpdf/es2019-119.pdf
https://hal.archives-ouvertes.fr/hal-01936887v1
https://arxiv.org/abs/1811.11433
License:
For personal and professional use. You cannot resell or redistribute these repositories in their original state.
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