Miho Murota and Akira Tanaka
Joint diagonalization, FFDiag, pre-processing, closed-form, computational cost
In this paper, we try to improve the performance of the FFDiag algorithm, which is one of the state-of-the-art iteration-based approximate joint diagonalizers of a given set of real-valued symmetric matrices. The key idea of the improvement is pre-diagonalization by a closed-form joint diagonalizer whose computational cost is smaller than that of the FFDiag algorithm. Numerical experiments for approximate joint diagonalization of a set of real-valued symmetric matrices, that are randomly generated, are conducted to verify the efficacy of the proposed scheme in terms of computational costs and joint diagonalization performance.
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