How to diagonalize this (close-to-diagonal) matrix fast?

78 Views Asked by At

I have a symmetric matrix that looks like this. (Note that they are not the normal tridiagonal matrices, the diagonals are one diagonal apart). It would be a fairly large matrix. What would be some faster algorithms to diagonalize this?

enter image description here

1

There are 1 best solutions below

0
On BEST ANSWER

This is just two actual tridiagonal matrices interleaved. Permute the rows and columns so that the lines of odd index are in one group and the lines of even index are in another, then use a tridiagonal matrix diagonalisation algorithm on each block.