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Revision as of 16:21, 30 July 2017

Matrix Decomposition Methods

QR Decomposition

SVD Decomposition

Singular Value Decomposition (SVD) is the process of decomposing a matrix A this way:

<math>\Biggl[A\Biggr] = \Biggl[U\Biggr] \dot \Biggl[\Sigma\Biggr] \dot \Biggl[V\Biggr]^T</math>

LU Decomposition