Prefer a chat interface with context about you and your work?
Generalized implementation of invariant coordinate selection with positive semi-definite scatter matrices
Invariant coordinate selection (ICS) is an unsupervised multivariate data transformation useful in many contexts such as outlier detection or clustering. It is based on the simultaneous diagonalization of two affine equivariant and positive definite scatter matrices. Its classical implementation relies on a non-symmetric eigenvalue problem (EVP) by diagonalizing one scatter …