Optimal rotations



optional rotations, e.g. for optimal whitening. Practically, likely to involve matrix calculus e.g. to minimise a trace norm, e.g. Scott and Longuet-Higgins (1991).

A.k.a. sphereing.

Placeholder.

References

Congedo, Marco, Bijan Afsari, Alexandre Barachant, and Maher Moakher. 2015. Approximate Joint Diagonalization and Geometric Mean of Symmetric Positive Definite Matrices.” PLOS ONE 10 (4): e0121423.
Kessy, Agnan, Alex Lewin, and Korbinian Strimmer. 2018. Optimal Whitening and Decorrelation.” The American Statistician 72 (4): 309–14.
Li, Guoying, and Jian Zhang. 1998. Sphering and Its Properties.” Sankhyā: The Indian Journal of Statistics, Series A (1961-2002) 60 (1): 119–33.
Scott, Guy L, and Hugh Christopher Longuet-Higgins. 1991. An Algorithm for Associating the Features of Two Images.” Proceedings of the Royal Society of London. Series B: Biological Sciences 244 (1309): 21–26.
Vlaming, Ronald de, and Eric A. W. Slob. 2021. Joint Approximate Diagonalization Under Orthogonality Constraints.” arXiv.

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