Accelerated line search algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form.

Using of the accelerated line search algorithm for simultaneously diagonalize a set of symmetric positive definite matrices.


Reference manual

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install.packages("ALSCPC")

1.0 by Dariush Najarzadeh, 13 years ago


Browse source code at https://github.com/cran/ALSCPC


Authors: Dariush Najarzadeh


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN