A simple, randomized algorithm for diagonalizing normal matrices

Haoze He1, Daniel Kressner1

  • 1Institute of Mathematics, École Polytechnique Fédérale de Lausanne (EPFL), 1015, Lausanne, Switzerland.

Calcolo
|July 29, 2025
PubMed
Summary

A new numerical method simplifies complex normal matrix diagonalization. It achieves this by transforming the matrix into a Hermitian form using random linear combinations.

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