Fast Stereo Independent Vector Analysis and its Implementation on Mobile Phone

In this paper, a fast algorithm for specifically stereo independent vector analysis (IVA) is presented, which consists of 1) weighted covariance matrix update and 2) demixing matrix update. Unlike the previous work by the author [1], the demixing matrix is updated by directly solving the generalized eigenvalue problem in a closed-form, which is possible only in the two dimension case. A fast computation exploiting vector operation and its implementation on iPhone are also discussed.