Solution of linear equations by diagonalization of coefficients matrix
E. G. Kogbetliantz · Quarterly of Applied Mathematics · 1955
Introduction.To solve a system of linear equations Gx -g, where G is a complex matrix, usually an equivalent system Hx -h is formed in which H = *G'G is Hermitian and h = *G'g.The solution of Hx = h is performed again by replacing its complex equations by real ones Au -Bv = m, Bu + Av = n, where H = A + iB, x -u + iv, h = m + in.Thus, finally the order of G is doubled