A simple, randomized algorithm for diagonalizing normal matrices

2024/05/28 by Haoze He, He, Haoze, Daniel Kreßner +1
Computer Science · #Matrix Theory and Algorithms

paper · pdf · doi:10.48550/arxiv.2405.18399

Abstract

We present and analyze a simple numerical method that diagonalizes a complex normal matrix A by diagonalizing the Hermitian matrix obtained from a random linear combination of the Hermitian and skew-Hermitian parts of A.

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