Accelerated line search algorithm for simultaneous orthogonal
transformation of several positive definite symmetric matrices
to nearly diagonal form.
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Documentation for package ‘ALSCPC’ version 1.0
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| ALSCPC-package | Accelerated line search algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form. |
| ALS.CPC | minimize the objective function Phi(D) by using of the accelerated line search algorithm |