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arXiv · 2608.12153

Halving the size of skew-symmetric eigenvalue problems via the polar decomposition

Daniel Kressner·Simon Mataigne
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Abstract

This paper introduces a novel algorithm for computing eigenvalues and eigenvectors of a dense real skew-symmetric matrix $A$. Its main ingredient is the computation of a polar factor of $A$ that is both skew-symmetric and orthogonal. This polar factor is then used to transform the original problem into a Hermitian eigenvalue problem of half the size, which can be solved accurately and efficiently with standard software such as LAPACK. Numerical experiments demonstrate the stability of the method and show that its running time is competitive with existing approaches for skew-symmetric eigenvalue problems. Finally, we show that the same principle can be used to reduce an orthogonal eigenvalue problem to a unitary eigenvalue problem of half the size.

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Daniel Kressner, Simon Mataigne. 2026-08-12. Halving the size of skew-symmetric eigenvalue problems via the polar decomposition. https://arxiv.org/abs/2608.12153

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