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Learn about the fundamental challenges and solutions in matrix diagonalization through this lecture from the Complexity and Linear Algebra Boot Camp at the Simons Institute. Explore the problem of approximately diagonalizing dense matrices and understand two key phenomena that hinder algorithm convergence: small eigenvalue gaps and non-orthogonal eigenvectors (nonnormality). Discover how random perturbations can overcome these computational difficulties and gain insight into current research frontiers in this mathematical area. Examine the theoretical foundations that underpin modern approaches to matrix diagonalization and their practical implications for numerical linear algebra applications.
Syllabus
Diagonalization Algorithms
Taught by
Simons Institute