Least square joint diagonalization of matrices under an intrinsic scale constraint

International audienceWe present a new algorithm for approximate joint diagonal ization of several symmetric matrices. While it is based on the classical least squares criterion, a novel intrinsic scale constraint leads to a simple and easily parallelizable algorithm, called LSDIC (Least squares Diagonalization under an Intrinsic Constraint). Numerical simulations show that the algorithm behaves well as compared to other approximate joint diagonalization algorithms