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- W2963684104 abstract "In this paper, we introduce properly-invariant diagonality measures of Hermitian positive-definite matrices. These diagonality measures are defined as distances or divergences between a given positive-definite matrix and its diagonal part. We then give closed-form expressions of these diagonality measures and discuss their invariance properties. The diagonality measure based on the log-determinant α-divergence is general enough as it includes a diagonality criterion used by the signal processing community as a special case. These diagonality measures are then used to formulate minimization problems for finding the approximate joint diagonalizer of a given set of Hermitian positive-definite matrices. Numerical computations based on a modified Newton method are presented and commented." @default.
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- W2963684104 date "2017-09-01" @default.
- W2963684104 modified "2023-10-13" @default.
- W2963684104 title "Diagonality measures of Hermitian positive-definite matrices with application to the approximate joint diagonalization problem" @default.
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- W2963684104 doi "https://doi.org/10.1016/j.laa.2016.08.031" @default.
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