In the field of blind source separation, Jacobi-like diagonalization-based approaches constitute an important tool for independent component analysis (ICA). Recently, simultaneous diagonalization of ...

This paper proposes a novel shrinkage estimator for high-dimensional covariance matrices by extending the Oracle Approximating Shrinkage (OAS) of Chen et al. (2009) to target the diagonal elements of ...

This paper describes an algorithm for reducing a real matrix A to block diagonal form by a real similarity transformation. The columns of the transformation corresponding to a block span a reducing ...