A Jacobi-like joint diagonalization method by one-dimensional optimization
The Jacobi rotation matrix depends on a single parameter. The complex target matrices are transformed into real symmetric ones. Joint diagonalization can be obtained by one-dimensional optimization. It can handle the complex matrices by modifying algorithm implementation. The proposed algorithms have the good performance like the SOBI algorithm.
joint diagonalization blind source separation jacobi transformation bi-givens rotation analytical solution target matrix