A simple, randomized algorithm for diagonalizing normal matrices
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866911078758219776 |
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| author | He, Haoze Kressner, Daniel |
| author_facet | He, Haoze Kressner, Daniel |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_18399 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | A simple, randomized algorithm for diagonalizing normal matrices He, Haoze Kressner, Daniel Numerical Analysis 65F15, 15B57, 15A18 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. |
| title | A simple, randomized algorithm for diagonalizing normal matrices |
| topic | Numerical Analysis 65F15, 15B57, 15A18 |
| url | https://arxiv.org/abs/2405.18399 |