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 Numerical Libraries 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: