I have a matrix [M], [N] having the shapes as in the image I've referred.
What I want to get is a matrix [P] (in the image).
I've found that [P] can be obtained by diagonalizing the matrix [N] like [N]* and multiplying it with the matrix [M].
However, it takes a lot of time and memory for diagonalizing the matrix [N] like [N]*.
Do we have a special MATLAB operator to get a matrix [P] in my example?