Accelerated line search algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form.

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Documentation for package ‘ALSCPC’ version 1.0

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ALSCPC-package Accelerated line search algorithm for simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly diagonal form.
ALS.CPC minimize the objective function Phi(D) by using of the accelerated line search algorithm