Matrix decomposition
Matrix decompositions are factorizations of matrices that express them in some canonical form.
For example, the singular value decomposition for matrix M is
-
where U is an m-by-m unitary matrix over K, V is an n-by-n unitary matrix over K, and Σ is an m-by-n diagonal matrix whose diagonal entries Σi,i are non-negative real numbers.
Most common matrix decompositions are:
