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.