This page provides the computer code
(written in MATLABTM) for
Approximate Information Discriminant Analysis, as well as a
tutorial on how to use the code.
The original reference is:
K. Das and Z. Nenadic, Approximate information discriminant analysis: A computationally simple heteroscedastic feature extraction technique,
Pattern Recogn., vol. 41 (5), pp. 1565-1574, 2008.
Therefore, if you end up using the code, I would expect you to give a proper
credit by citing the reference above.
The tutorial is provided in html and