Circular Matrix Decomposition in MATLAB

1 view (last 30 days)
S. David
S. David on 14 May 2014
Hello all,
I have this N-by-N circular matrix F. Theoretically, this matrix can be decomposed as F=WDW', where W is the direct DFT matrix and D is a diagonal matrix that contains the eigenvalues of F. In MATLAB I want to compute D as following:
D=(conj(dftmtx(N))/N)*F*dftmtx(N)
This should give me a diagonal matrix, which doesn't. Why?

Sign in to answer this question.

Answers (0)

Categories

Find more on Operating on Diagonal Matrices in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!