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Circular Matrix Decomposition in MATLAB

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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?

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