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Matrix Decompositions
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Matrix Decompositions
A matrix decomposition or factorization is a representation of a
matrix as a product of two or more matrices. Decomposing a
matrix is often the first step in the solution of a problem in
linear algebra. The matrices in the decomposition usually have some
special properties, which can be used to simplify the solution. A
decomposition is often called a factorization. The two
words are synonyms.
The Extreme Optimization Mathematics Library for .NET
contains a series of classes that implement a number of standard
decompositions. These classes are contained in the Extreme.Mathematics.LinearAlgebra
namespace.
In this section:
The LU Decomposition
The QR Decomposition
The Singular Value
Decomposition
The Cholesky
Decomposition
The Symmetric
Eigenvalue Decomposition
Decompositions of Band
Matrices
Solving Linear Systems and
Related Operations
Up: Vector and Matrix Library Next: The LU Decomposition Previous: Diagonal Matrices Contents
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