We provide an algorithm to construct unitary matrices over finite fields. We present various constructions of Hermitian self-dual code by means of unitary matrices, where some of them generalize the quadratic double circulant constructions. Many optimal Hermitian self-dual codes over large finite fields with new parameters are obtained. More precisely MDS or almost MDS Hermitian self-dual codes of lengths up to $18$ are constructed over finite fields $\F_{q},$ where $q=3^2,4^2,5^2,7^2,8^2,9^2,11^2,13^2,17^2,19^2.$ Comparisons with classical constructions are made.