Sensitivity Analysis for the Problem of Matrix Joint Diagonalization

DOI10.1137/060655997MaRDI QIDQ5320728zbMATH OpenOpenAlexFDO

Authors 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

independent component analysis (ICA)joint diagonalizationperturbation analysissensitivity analysissimultaneous diagonalizationtensor decompositions

Mathematics Subject Classification ID

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

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• The U-WEDGE transformation method for multivariate geostatistical simulation
• Solving the problem of simultaneous diagonalization of complex symmetric matrices via congruence
• Approximate joint diagonalization with Riemannian optimization on the general linear group
• A semidefinite relaxation for sums of heterogeneous quadratic forms on the Stiefel manifold
• Identification and estimation for matrix time-series CP-factor models

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