W can have different forms but the simplest one is based on the norm of the columns of the matrix G: W = Ω ⊗ I3, where ⊗ denotes the Kronecker product and Ω is a diagonal p × p matrix with Ωββ=∑α=1Ng(rα,rdipβ)⋅g(rα,rdipβ)T, for β = 1, ..., p.