Abstract: It is important that the eigenproblem of a matrix is solved in the matrix analysis and its engineering application. For a normal matrix with multiplex eigenvalues, a method of block ...
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 ...
Vollgraf, Roland, and Klaus Obermayer. "Quadratic optimization for simultaneous matrix diagonalization." IEEE Transactions on Signal Processing 54.9 (2006): 3270-3278 ...
The problem of joint approximate diagonalization of symmetric real matrices is addressed. It is reduced to an optimization problem with the restriction that the matrix of the similarity transformation ...