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| Algorithm 2 |
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| 1. |
Input the whitened sample matrix Z and set the maximum number of iteration for every orthogonal component as T. |
| 2. |
For t = 1:T
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For i = 1:q
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Judge the condition, as the orthogonal matrix B needs to meet the condition formula BTB = BBT = I, where I is the unit matrix, so each column vector bi in B is required to follow
and
, i.e., the norm ║bi (t)║2 = 1 for each iteration t. |
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Take the following iteration formula
, where E refers to the mathematical expectation and the activation function is
. |
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Get the orthogonalization for the ingredients by
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Normalize bi by
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Continue the iteration until the convergence is achieved. |
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End |
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End |
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