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ALSCPC (version 1.0)

Accelerated line search algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form.

Description

Using of the accelerated line search algorithm for simultaneously diagonalize a set of symmetric positive definite matrices.

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Version

Install

install.packages('ALSCPC')

Monthly Downloads

355

Version

1.0

License

GPL (>= 2)

Maintainer

Dariush Najarzadeh

Last Published

September 7th, 2013

Functions in ALSCPC (1.0)

ALS.CPC

minimize the objective function $\Phi(\bold{D})$ by using of the accelerated line search algorithm
ALSCPC-package

Accelerated line search algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form.