Signal estimation

Amari distance

The Amari distance is a measure between two invertible matrices, useful for checking for convergence in independent component analysis algorithms and for comparing solutions. For two invertible matrices , it is defined as: It is non-negative and cancels if and only if is a scale and permutation matrix, i.e. the product of a diagonal matrix and a permutation matrix. (Wikipedia).

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Related pages

Independent component analysis | Diagonal matrix | Permutation matrix