Matrix orthogonal diagonalization calculator
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It uses the effect that sources can be tracked back to orthogonal eigenvectors of the cross spectral matrix \(C\) which enables a separation of sources. The separation results from the decomposition of \(C=V\Lambda V^H\) in its diagonal matrix of eigenvalues \(\Lambda\) , its matrix of eigenvectors \(V=[V_1,\dots,V_N]\) and its transposed ...
= diagonal matrix containing singular values of A i = ith singular value of A = variable of integration = modal matrix of full set of proper-orthogonal-decomposition basis vectors before truncation = modal matrix of reduced set of proper-orthogonal-decomposition basis vectors after truncation ’ i = ith proper-orthogonal-decomposition basis vector