A simple, randomized algorithm for diagonalizing normal matrices
Haoze He, Daniel Kressner
TL;DR
This paper introduces a new method for diagonalizing complex normal matrices using random combinations of their Hermitian and skew-Hermitian parts.
Contribution
The novel algorithm simplifies diagonalization of normal matrices through random linear combinations of their components.
Findings
The method diagonalizes complex normal matrices by analyzing a random Hermitian combination.
The algorithm is shown to be effective and numerically stable for such matrices.
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.
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Taxonomy
TopicsMatrix Theory and Algorithms · Quantum many-body systems · Tensor decomposition and applications