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A simple, randomized algorithm for diagonalizing normal matrices

A simple, randomized algorithm for diagonalizing normal matrices

来源:Arxiv_logoArxiv
英文摘要

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.

Haoze He、Daniel Kressner

数学

Haoze He,Daniel Kressner.A simple, randomized algorithm for diagonalizing normal matrices[EB/OL].(2025-07-28)[2025-08-05].https://arxiv.org/abs/2405.18399.点此复制

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