A simple, randomized algorithm for diagonalizing normal matrices.

IF 1.3 2区数学 Q1 MATHEMATICS

Calcolo Pub Date : 2025-01-01 Epub Date: 2025-07-25 DOI:10.1007/s10092-025-00654-z

Haoze He, Daniel Kressner

引用次数: 0

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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一个简单的，随机算法对角化正规矩阵。

我们提出并分析了一种简单的数值方法，通过对角化由a的厄米部分和斜厄米部分的随机线性组合得到的厄米矩阵来对角化复正矩阵a。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Calcolo 数学-数学

CiteScore

2.40

自引率

11.80%

发文量

审稿时长

>12 weeks

期刊介绍： Calcolo is a quarterly of the Italian National Research Council, under the direction of the Institute for Informatics and Telematics in Pisa. Calcolo publishes original contributions in English on Numerical Analysis and its Applications, and on the Theory of Computation. The main focus of the journal is on Numerical Linear Algebra, Approximation Theory and its Applications, Numerical Solution of Differential and Integral Equations, Computational Complexity, Algorithmics, Mathematical Aspects of Computer Science, Optimization Theory. Expository papers will also appear from time to time as an introduction to emerging topics in one of the above mentioned fields. There will be a "Report" section, with abstracts of PhD Theses, news and reports from conferences and book reviews. All submissions will be carefully refereed.