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.
翻译:我们提出并分析了一种简单的数值方法,该方法通过对角化从A的埃尔米特部分与斜埃尔米特部分的随机线性组合所获得的埃尔米特矩阵,来实现复正规矩阵A的对角化。