Abstract
An algorithm is given for the problem of finding the finest simultaneous block-diagonalization of a given set of square matrices. This problem has been studied independently in the area of semidefinite programming and independent component analysis. The proposed algorithm considers the commutant algebra of the matrix -algebra generated by the given matrices. It is simpler than other existing methods, and has the capability of controlling numerical errors. Some numerical examples are presented to demonstrate its merits.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: SIAM journal on matrix analysis and applications : a publication of the Society for Industrial and Applied Mathematics
Paper Title
Journal
Date
