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arXiv · 2410.12421

The eigenvalue decomposition of normal matrices by the skew-symmetric part

Simon Mataigne·Kyle A. Gallivan
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Abstract

We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as the bidiagonal singular value decomposition and the symmetric eigenvalue decomposition. The advantages of this method stand for normal matrices with few real eigenvalues, such as random orthogonal matrices. We provide a stability and a complexity analysis of the method. The numerical performance is compared with existing algorithms. In most cases, the method has the same operation count as the Hessenberg factorization of a dense matrix. Finally, we provide experiments for the application of computing a Riemannian barycenter on the special orthogonal group.

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Simon Mataigne, Kyle A. Gallivan. 2024-10-16. The eigenvalue decomposition of normal matrices by the skew-symmetric part. https://arxiv.org/abs/2410.12421

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