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Non-orthogonal joint diagonalization (NJD) free of prewhitening has been widely studied in the context of blind source separation (BSS) and array signal processing, etc. However, NJD is used to retrieve the jointly diagonalizable structure…

Machine Learning · Statistics 2015-02-13 Xiao-Feng Gong , Xiu-Lin Wang , Qiu-Hua Lin

Given a set $\mathcal{C}=\{C_i\}_{i=1}^m$ of square matrices, the matrix blind joint block diagonalization problem (BJBDP) is to find a full column rank matrix $A$ such that $C_i=A\Sigma_iA^\text{T}$ for all $i$, where $\Sigma_i$'s are all…

Machine Learning · Statistics 2020-11-03 Yunfeng Cai , Ping Li

The matrix joint block diagonalization problem (JBDP) of a given matrix set $\mathcal{A}=\{A_i\}_{i=1}^m$ is about finding a nonsingular matrix $W$ such that all $W^{T} A_i W$ are block diagonal. It includes the matrix joint diagonalization…

Numerical Analysis · Mathematics 2017-03-03 Yunfeng Cai , Reng-cang Li

Blind Source Separation (BSS) is a challenging matrix factorization problem that plays a central role in multichannel imaging science. In a large number of applications, such as astrophysics, current unmixing methods are limited since…

Applications · Statistics 2017-11-22 Ming Jiang , Jérôme Bobin , Jean-Luc Starck

Algebraic geometry, although little explored in signal processing, provides tools that are very convenient for investigating generic properties in a wide range of applications. Generic properties are properties that hold "almost…

Algebraic Geometry · Mathematics 2016-07-20 Ignat Domanov , Lieven DeLathauwer

The approximate joint diagonalization (AJD) is an important analytic tool at the base of numerous independent component analysis (ICA) and other blind source separation (BSS) methods, thus finding more and more applications in medical…

Computation · Statistics 2009-04-07 Marco Congedo , Dinh-Tuan Pham

Given a set of $p$ symmetric (real) matrices, the Orthogonal Joint Diagonalization (OJD) problem consists of finding an orthonormal basis in which the representation of each of these $p$ matrices is as close as possible to a diagonal…

Numerical Analysis · Mathematics 2024-09-04 Abd-Krim Seghouane , Yousef Saad

We address a nonstationary blind source separation (BSS) problem. The model includes both nonstationary sources and mixing. Therefore, we introduce an algorithm for joint BSS and estimation of stationarity-breaking deformations and spectra.…

Signal Processing · Electrical Eng. & Systems 2018-12-05 Adrien Meynard

Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD)…

Numerical Analysis · Mathematics 2024-02-27 Haoze He , Daniel Kressner

Joint diagonalisation (JD) is a technique used to estimate an average eigenspace of a set of matrices. Whilst it has been used successfully in many areas to track the evolution of systems via their eigenvectors; its application in network…

Social and Information Networks · Computer Science 2015-03-19 Damien Fay , Jérôme Kunegis , Eiko Yoneki

Matrix decomposition is a popular and fundamental approach in machine learning and data mining. It has been successfully applied into various fields. Most matrix decomposition methods focus on decomposing a data matrix from one single…

Computer Vision and Pattern Recognition · Computer Science 2017-12-12 Chihao Zhang , Shihua Zhang

In this paper, we consider the exact/approximate general joint block diagonalization (GJBD) problem of a matrix set $\{A_i\}_{i=0}^p$ ($p\ge 1$), where a nonsingular matrix $W$ (often referred to as diagonalizer) needs to be found such that…

Numerical Analysis · Mathematics 2017-04-20 Yunfeng Cai , Guanghui Cheng , Decai Shi

Blind source separation (BSS) algorithms are unsupervised methods, which are the cornerstone of hyperspectral data analysis by allowing for physically meaningful data decompositions. BSS problems being ill-posed, the resolution requires…

Signal Processing · Electrical Eng. & Systems 2022-09-28 Rémi Carloni Gertosio , Jérôme Bobin , Fabio Acero

Blind deconvolution (BD), the resolution of a signal and a filter given their convolution, arises in many applications. Without further constraints, BD is ill-posed. In practice, subspace or sparsity constraints have been imposed to reduce…

Information Theory · Computer Science 2015-05-14 Yanjun Li , Kiryung Lee , Yoram Bresler

The current paper investigates the bounded distance decoding (BDD) problem for ensembles of lattices whose generator matrices have sub-Gaussian entries. We first prove that, for these ensembles the BDD problem is NP-hard in the worst case.…

Computational Complexity · Computer Science 2025-06-23 Shuhong Gao

The exact/approximate non-orthogonal general joint block diagonalization ({\sc nogjbd}) problem of a given real matrix set $\mathcal{A}=\{A_i\}_{i=1}^m$ is to find a nonsingular matrix $W\in\mathbb{R}^{n\times n}$ (diagonalizer) such that…

Numerical Analysis · Mathematics 2017-03-03 Yunfeng Cai , Chengyu Liu

Matrix joint block-diagonalization (JBD) frequently arises from diverse applications such as independent component analysis, blind source separation, and common principal component analysis (CPCA), among others. Particularly, CPCA aims at…

Numerical Analysis · Mathematics 2026-01-13 Ren-Cang Li , Ding Lu , Li Wang , Lei-Hong Zhang

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

Blind deconvolution (BD) arises in many applications. Without assumptions on the signal and the filter, BD does not admit a unique solution. In practice, subspace or sparsity assumptions have shown the ability to reduce the search space and…

Information Theory · Computer Science 2015-12-24 Yanjun Li , Kiryung Lee , Yoram Bresler

Identifiability is a central issue in blind source separation (BSS), determining whether latent sources can be uniquely recovered from observed mixtures. Classical approaches address identifiability either by exploiting source…

Signal Processing · Electrical Eng. & Systems 2026-03-18 Tomomi Ogawa , Hiroki Matsumoto
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