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A simple, randomized algorithm for diagonalizing normal matrices

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Daniel Kressner, Haoze He
2025
Journal Articles

Résumé

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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https://infoscience.epfl.ch/entities/publication/aa952b02-9331-4228-af3d-24c160788d69

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