The problem of joint approximate diagonalization of symmetric real matrices is addressed. It is reduced to an optimization problem with the restriction that the matrix of the similarity transformation ...

Abstract: In this paper, we consider the problem of non-orthogonal joint diagonalization of a set of complex symmetric matrices. This appears in many signal processing problems, especially in source ...

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on ...

This is a simple C++ program for computing the eigenvalues and eigenvectors of any square matrix using the LAPACK library. Diagonalization is handled by the "diagonalization" class, which is defined ...

This is a preview. Log in through your library . Abstract In this paper we consider estimating the rank of an unknown symmetric matrix based on a symmetric, asymptotically normal estimator of the ...