References

[1] J.-F. Cardoso and A. Souloumiac, "Jacobi Angles for Simultaneous Diagonalization", SIAM Journal on Matrix Analysis and Applications, vol. 17, no. 1, pp. 161-164. 1996. doi:10.1137/S0895479893259546.

[2] A. Ziehe, P. Laskov, G. Nolte, K.-R. Müller, "A Fast Algorithm for Joint Diagonalization with Non-orthogonal Transformations and its Application to Blind Source Separation", Journal of Machine Learning Research, vol. 5, pp. 777-800. 07, 2004. Published: jmlr.org

For further code examples and references please refer to the task document detailing the project.