pyriemann.utils.ajd.ajd_pham¶

pyriemann.utils.ajd.ajd_pham(X, *, init=None, eps=1e-06, n_iter_max=15, sample_weight=None)¶

Approximate joint diagonalization based on Pham’s algorithm.

This is a direct implementation of the Pham’s AJD algorithm [1].

Parameters

Xndarray, shape (n_matrices, n_channels, n_channels): Set of SPD matrices to diagonalize.
initNone | ndarray, shape (n_channels, n_channels), default=None: Initialization for the diagonalizer.
epsfloat, default=1e-6: Tolerance for stoping criterion.
n_iter_maxint, default=15: The maximum number of iterations to reach convergence.
sample_weightNone | ndarray, shape (n_matrices,), default=None: Weights for each matrix, strictly positive. If None, it uses equal weights.

Returns

Vndarray, shape (n_channels, n_channels): The diagonalizer, an invertible matrix.
Dndarray, shape (n_matrices, n_channels, n_channels): Set of quasi diagonal matrices.