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Comment explaining LU decomposition

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James Scott-Brown
2013-09-15 01:48:02 +01:00
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@@ -413,7 +413,7 @@ transpose(A) % Returns the transpose of A
flipl(A) % Flip matrix left to right flipl(A) % Flip matrix left to right
% Matrix Factorisations % Matrix Factorisations
[L, U, P] = lu(A) % LU decomposition: PA = LU [L, U, P] = lu(A) % LU decomposition: PA = LU,L is lower triangular, U is upper triangular, P is permutation matrix
[P, D] = eig(A) % eigen-decomposition: AP = PD, P's columns are eigenvectors and D's diagonals are eigenvalues [P, D] = eig(A) % eigen-decomposition: AP = PD, P's columns are eigenvectors and D's diagonals are eigenvalues
[U,S,V] = svd(X) % SVD: XV = US, U and V are unitary matrices, S has non-negative diagonal elements in decreasing order [U,S,V] = svd(X) % SVD: XV = US, U and V are unitary matrices, S has non-negative diagonal elements in decreasing order