Matrix Decomposition¶

Cholesky¶

LU¶

QR¶

Schur¶

Spectral¶

SVD¶

A list of benefits is available at: https://ieeexplore.ieee.org/document/814658

Applications¶

• SVD and large scale optimization: https://epubs.siam.org/doi/10.1137/17M1117732

• Faster SVD via Polar Decomposition: https://nhigham.com/2015/11/24/faster-svd-via-polar-decomposition/

• Nearest symmetric matrix: https://www.ams.org/journals/proc/1955-006-01/S0002-9939-1955-0067841-7/