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This is a simple C++ program for computing the eigenvalues and eigenvectors of any square matrix using the LAPACK library. Diagonalization is handled by the "diagonalization" class, which is defined ...
Mark Lotkin, The Diagonalization of Certain Normal Matrices, The American Mathematical Monthly, Vol. 67, No. 9 (Nov., 1960), pp. 861-865 ...
Simultaneous diagonalization of a set of matrices is a technique that has numerous applications in statistical signal processing and multivariate statistics. Although objective functions in a ...
Liang, S. and Pang, H. (1994) Approximate Diagonalization Using the Density Matrix Renormalization-Group Method A Two-Dimensional-Systems Perspective. Physical Review B, 49, 9214-9217.
Matrix diagonalization (or termed, matrix eigen-decomposition) is a vital part of matrix theory. Different from static matrix diagonalization problem, in this paper, the more challenging problem, i.e.