Hello @juliohm,
no, I didn’t. I arrived to Julia less then one year ago and i learnt about MultivariateStats.jl pretty late. In any case, the scope of Diagonalizations.jl is much more restricted as compared to the scope of MultivariateStats.jl. As per the overlapping with MultivariateStats.jl, it is limited to the PCA, Whitening and CCA, which are basic procedures. From there, the path of the two packages diverges. For the future, I guess the iterative solvers implemented in Diagonalizations.jl (more of them could be added later on) may be useful in MultivariateStats.jl, for example, to add more independent component analysis and blind source separation methods. I am actually interested in this if there is any plan.