Non-unitary joint diagonalization by complex Givens and complex Shear rotation

The proposed algorithm is based on the combination of complex Givens and complex Shear rotations, which decomposes the de-mixing matrix into a product of complex rotation matrices. By ingenious utilization of the structure of the complex Givens and complex Shear rotations, together with the adequate expression of the concerned variables, the minimization of the F-norm criterion function can be transformed into a sequence of problems of calculating the generalized eigenvector of two 3×3 real symmetric matrices. Numerical simulations illustrate the good performance and convergence property of the proposed algorithm.