Sensitivity Analysis for the Problem of Matrix Joint Diagonalization

DOI10.1137/060655997zbMath1184.15010OpenAlexW2019543362MaRDI QIDQ5320728

Bijan Afsari

Publication date: 22 July 2009

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/47f7dcbe728353e6f34607760cf3f3ea29f626ea

zbMATH Keywords

sensitivity analysisperturbation analysissimultaneous diagonalizationjoint diagonalizationindependent component analysis (ICA)tensor decompositions

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Random matrices (algebraic aspects) (15B52) Multilinear algebra, tensor calculus (15A69) Canonical forms, reductions, classification (15A21)

Related Items (7)

Solving the Problem of Simultaneous Diagonalization of Complex Symmetric Matrices via Congruence ⋮ Some perturbation results for a normalized non-orthogonal joint diagonalization problem ⋮ The U-WEDGE transformation method for multivariate geostatistical simulation ⋮ Perturbation analysis for matrix joint block diagonalization ⋮ Least squares moment identification of binary regression mixture models ⋮ Approximate Joint Diagonalization with Riemannian Optimization on the General Linear Group ⋮ Newton-type methods for simultaneous matrix diagonalization

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