A simple, randomized algorithm for diagonalizing normal matrices
| Autor: | He, Haoze, Kressner, Daniel |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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. |
| Databáze: | arXiv |
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