Reversible Karhunen-Loeve Transform

StackOverflow https://stackoverflow.com/questions/5983485

Question

I have a problem with implementing RKLT. I've read through papers by Pengwei Hao and Qingyun Shi but i still have some questions. Has anybody seen an implementation of this transform? I don't know how the permutation matrix should look like and how to obtain SERM factorization from the TERM factorization.

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Solution

Here's a C implementation od PLUS factorization by dr Pengwei Hao:

http://www.eecs.qmul.ac.uk/~phao/PLUS/plus.c

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