Randomized Joint Diagonalization of Symmetric Matrices

DOI10.1137/22m1541265arXiv2212.07248MaRDI QIDQ6130646

Publication date: 3 April 2024

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.07248

zbMATH Keywords

independent component analysis matrix analysis approximate joint diagonalization randomized numerical linear algebra

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52) Randomized algorithms (68W20) Orthogonalization in numerical linear algebra (65F25) Orthogonal matrices (15B10)

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