Circular Matrix Decomposition in MATLAB
1 view (last 30 days)
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:
This should give me a diagonal matrix, which doesn't. Why?