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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Hauptverfasser: He, Haoze, Kressner, Daniel
Format: Artikel
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.
DOI:10.48550/arxiv.2405.18399