Matrix decompositions

Back to Linear algebra

A matrix decomposition is a factorization of a matrix into a product of several matrices. While important theoretically when deriving results, they are also important from the computational point of view.

Practice

Pastel implements the LU, QR, and Cholesky decompositions.

References

Matrix Computations, 3rd. ed., Gene H. Golub, Charles F. Van Loan, 1996.

Numerical Recipes: The Art of Scientific Computing, 3rd. ed., William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery, 2007.

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Files

An aggregate file for matrix decompositions.

Matrix decomposition module