# Diagonalizations.jl: a package for multivariate linear filtering

**URL:** <https://discourse.julialang.org/t/diagonalizations-jl-a-package-for-multivariate-linear-filtering/32990>\
**Category:** Package Announcements\
**Tags:** package, announcement, statistics, linearalgebra, time-series\
**Created:** [January 5, 2020, 11:52am UTC](https://discourse.julialang.org/t/diagonalizations-jl-a-package-for-multivariate-linear-filtering/32990 "2020-01-05T11:52:25Z")\
**Posts on this page:** 1\
**Showing post:** 4

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**Author:** ![Marco-Congedo](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/marco-congedo/32/7321_2.png) [@Marco-Congedo](https://discourse.julialang.org/u/Marco-Congedo)\
**Post date:** [January 5, 2020, 2:18pm UTC](https://discourse.julialang.org/t/diagonalizations-jl-a-package-for-multivariate-linear-filtering/32990/4 "2020-01-05T14:18:37Z")

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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.

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