Yesterday, Mitra Pinaki asked for help in diagonalizing a non-symmetric
matrix. Nick Cox pointed him to Kit Baum's -geneigen- which will, indeed,
calculate the eigenvalues of a non-symmetric matrix. But that won't
diagonalize the matrix. In fact, it's fairly simple linear algebra to show
that any matrix of real numbers which _can_ be diagonalized is necessarily
symmetric! So it's unclear what M.P. is trying to do.
The most that can be done with a non-symmetric matrix is to identify its
eigenvalues and eigenvectors (which, due to non-symmetry, will have
cardinality strictly less than the rank of the matrix) and then create a
diagonal matrix out of those. But that diagonal matrix will be of smaller
rank than the original, and is not a conjugate of the original matrix. Any
conjugate of the original which does diagonalize as much as possible will
still have a piece which has non-zero elements off the diagonal.
Clyde Schechter
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