matrix factorization (original) (raw)

Matrix Factorization

for “input” matrix A. The number of factor matrices k depends on the situation. Most often, k=2 or k=3.

Note that the process of producing a factorization/decomposition is also called “factorization” or “decomposition”.

Examples

Some common factorizations and related devices are:

See the entries for these and other matrix factorizations for details on the contents of the factor matrices, where to apply them, and how to best calculate them.

Simultaneous matrix factorization

A related problem is to diagonalize or tridiagonalize many matrices using the same matrix. Some results in this direction are listed below: