Matrix decomposition

Matrix decompositions are mathematical operations that transform a given matrix to some canonical form.

For example, the singular value decomposition for matrix M is

where U is an m-by-m unitary matrix over K, V is an n-by-n unitary matrix over K, and Σ is an m-by-n diagonal matrix whose diagonal entries Σ_i,i are non-negative real numbers.

Most common matrix decompositions are:

Singular value decomposition
Cholesky decomposition
LU decomposition
Schur decomposition

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Matrix decomposition