Matrix Decomposition

Cholesky, LU, and QR factorizations, diagonal forms, singular value decomposition


chol Cholesky factorization
ichol Incomplete Cholesky factorization
cholupdate Rank 1 update to Cholesky factorization
ilu Sparse incomplete LU factorization
lu LU matrix factorization
qr Orthogonal-triangular decomposition
qrdelete Remove column or row from QR factorization
qrinsert Insert column or row into QR factorization
qrupdate Rank 1 update to QR factorization
planerot Givens plane rotation
ldl Block LDL' factorization for Hermitian indefinite matrices
cdf2rdf Convert complex diagonal form to real block diagonal form
rsf2csf Convert real Schur form to complex Schur form
gsvd Generalized singular value decomposition
svd Singular value decomposition

Examples and How To

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