A simple random algorithm for diagonalizing a normal matrix

Sep 20, 2025#对角化 #矩阵 #算法11

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The document presents a simple numerical method for diagonalizing complex normal matrices. This method involves diagonalizing a Hermitian matrix derived from a random linear combination of the Hermitian and skew-Hermitian components of the matrix.

2405.18399v2

中文标题#

A simple, randomized algorithm for diagonalizing normal matrices

英文标题#

A simple, randomized algorithm for diagonalizing normal matrices

中文摘要#

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.

英文摘要#

PDF 获取#

View Chinese PDF - 2405.18399v2

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