Diagonalization procedures for Julia (PCA, Whitening, MCA, gMCA, CCA, gCCA, CSP, CSTP, AJD, mAJD)

A Julia Package for Machine Learning on the Manifold of Positive Definite Matrices

A Julia package for the Fourier analysis of Multivariate Data in the Frequency and Time-Frequency Domain

A Julia package for manipulating data in the Riemannian manifold of positive definite matrices