pyriemann.utils.ajd.uwedge¶

pyriemann.utils.ajd.uwedge(X, *, init=None, eps=1e-07, n_iter_max=100)¶

Approximate joint diagonalization based on UWEDGE.

This is an implementation of the AJD algorithm [1] [2]: uniformly weighted exhaustive diagonalization using Gauss iterations (U-WEDGE). It is a translation from the Matlab code provided by the authors.

Parameters:

Xndarray, shape (n_matrices, n, n): Set of symmetric matrices to diagonalize.
initNone | ndarray, shape (n, n), default=None: Initialization for the diagonalizer.
epsfloat, default=1e-7: Tolerance for stoping criterion.
n_iter_maxint, default=100: The maximum number of iterations to reach convergence.

Returns:

Vndarray, shape (n, n): The diagonalizer.
Dndarray, shape (n_matrices, n, n): Set of quasi diagonal matrices, D = V X V^T.