A simple, randomized algorithm for diagonalizing normal matrices
Numerical Analysis
2025-07-29 v2 Numerical Analysis
Abstract
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.
Cite
@article{arxiv.2405.18399,
title = {A simple, randomized algorithm for diagonalizing normal matrices},
author = {Haoze He and Daniel Kressner},
journal= {arXiv preprint arXiv:2405.18399},
year = {2025}
}