A randomized algorithm for simultaneously diagonalizing symmetric matrices by congruence

MaRDI QIDQ6523442arXivFDO

Authors Daniel Kressner

Published in arXiv

Mathematics Subject Classification ID

Matrix pencils (15A22) Commutativity of matrices (15A27) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Randomized algorithms (68W20)

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