Matrix decomposition: Difference between revisions

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Added complete orthogonal decomposition - somewhat niche, but important in updating/downdating problems.
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*Decomposition: <math>A=PHP^*</math> where <math>H</math> is the [[Hessenberg matrix]] and <math>P</math> is a [[unitary matrix]].
*Comment: often the first step in the Schur decomposition.
 
===Complete orthogonal decomposition===
{{main|Complete orthogonal decomposition}}
*Also known as: ''UTV decomposition'', ''ULV decomposition'', ''URV decomposition''.
*Applicable to: ''m''-by-''n'' matrix ''A''.
*Decomposition: <math>A=UTV^*</math>, where ''T'' is a [[triangular matrix]], and ''U'' and ''V'' are [[unitary matrix|unitary matrices]].
*Comment: Similar to the singular value decomposition and to the Schur decomposition.
 
== Other decompositions ==