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<p>We present and analyze a simple numerical method that diagonalizes a complex normal matrix <i>A</i> by diagonalizing the Hermitian matrix obtained from a random linear combination of the Hermitian and skew-Hermitian parts of <i>A</i>.</p>

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A simple, randomized algorithm for diagonalizing normal matrices

  • 期刊论文

  • 出版模式：

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  • 发表日期：

    2025年7月25日

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  • Haoze He,
  • Daniel Kressner

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.