Miscellany

function [AEF, CORRMAT] = arrange(A,AE,N,L);

CORRMAT = zeros(L,L);

for k=0:L-1,
        for j=0:L-1,
                CORRMAT(k+1,j+1) = abs( (A(:,k+1)' * AE(:,j+1)) / sqrt(AE(:,j+1)' * AE(:,j+1)) );
        end;
end;

AEF = zeros(N,L);
maxcorr = 0;

for k=0:L-1,
        for j=0:L-1,
                if CORRMAT(j+1,k+1) > maxcorr
                        idx_m = j+1;
                end;
                lambda = (AE(:,idx_m)' * A(:,k+1)) / (AE(:,idx_m)' * AE(:,idx_m));
                AEF(:,k+1) = AE(:,idx_m) .* lambda;
        end;
end;