This page provides the computer code
(written in MATLAB^{TM}) 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
pdf
formats.