Biwhitening

Python code for the Dyson Equalizer (see "The Dyson Equalizer: Adaptive Noise Stabilization for Low-Rank Signal Detection and Recovery". arXiv). See this page.

Matlab code for the Dyson Equalizer (see "The Dyson Equalizer: Adaptive Noise Stabilization for Low-Rank Signal Detection and Recovery". arXiv).

Example_Dyson.m: This file includes an example of the method applied to a data matrix with a low-rank signal and additive heteroskedastic noise. The code generates the spectrum of the data before and after applying the Dyson Equalizer.

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