Site: http://research.ics.aalto.fi/ica/fastica/
The FastICA package is a free (GPL) MATLAB program that implements the fast fixed-point algorithm for independent component analysis and projection pursuit. It features an easy-to-use graphical user interface, and a computationally powerful algorithm.
To use the functions in this package, add:
addpath('~/path-to-FastICA-folder')
to the start of your m-file. Otherwise, add it to your startup.m file to make the functions callable any time. If you don't have a startup.m file, or don't know what it is, follow these instructions:
Open Matlab and type:
myPath = userpath # default startup folder
cd(myPath(1:end-1) # (1:end-1) removes the trailing colon
edit startup # this will probably ask you if you want to create startup.m; click 'yes'
In the startup.m file, insert addpath('~/path-to-FastICA-folder') and save.
Restart Matlab.