We wish to write a series of blog posts on the different ways one can factorize a matrix.
The goal is to describe how to interpret these matrix decompositions when possible discuss the numerical stability of the algorithms used to generate them.
Posts:
We wish to hopefully cover the following factorizations in future posts:
- The LU decomposition
- Eigendecomposition
- SVD
- The QR decomposition
- Cholesky decomposition
Reading list:
- This paper describes a $A = CW^{-1}B$ factorization that it calls “magic”.
- Nick Hingham’s “What is” series of blogposts seem like an incredible resource.