Computing matrix symmetrizers,finally possible via the Huang and Nong algorithm |
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Authors: | Frank Uhlig |
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Affiliation: | 1. Department of Mathematics and Statistics , Auburn University , Auburn , AL 36849-5310 , USA uhligfd@auburn.edu |
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Abstract: | By a theorem of Frobenius (F.G. Frobenius, Über die mit einer Matrix vertauschbaren Matrizen, Sitzungsberichte der Königlich Preußischen Akademie der Wissenschaften zu Berlin (1910), pp. 3–15 (also in Gesammelte Abhandlungen, Band 3, Springer 1968. pp. 415–427)), every matrix A n,n over any field 𝔽 is the product of two symmetric ones. Using the algorithm of Huang and Nong (J. Huang and L. Nong, An iterative algorithm for solving finite-dimensional linear operator equations T(x)?=?f with applications, Linear Algebra Appl. 432 (2010), pp. 1176–1188) for linear systems, we develop an algorithm to compute a symmetric matrix S?=?S T ?∈?𝔽 n,n for which SA is symmetric for any given square matrix A?∈?𝔽 n,n where 𝔽?=?? or ?. The algorithm is implemented and tested in MATLAB. |
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Keywords: | matrix factorization symmetrizer linear matrix system numerical algorithm MATLAB code |
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