A simple, randomized algorithm for diagonalizing normal matrices
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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Sprache: | eng |
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Zusammenfassung: | 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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DOI: | 10.48550/arxiv.2405.18399 |