Papers › A simple, randomized algorithm for diagonalizing normal matrices

A simple, randomized algorithm for diagonalizing normal matrices

28 May 2024arXiv:2405.18399links table onlyarchive 2025-07-28

Haoze He, Daniel Kressner

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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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