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Matrix transformations

Matrix decomposition can be used in the following cases:

Different matrix decomposition types are used depending on the problem.

Function

Action

Cholesky

Computes the Cholesky decomposition

Eig

Computes the eigenvalues and right eigenvectors of a square matrix

EigVals

Computes the eigenvalues of a general matrix

LU

LU factorization of a matrix as the product of a lower triangular matrix and an upper triangular matrix

LUP

LUP factorization with partial pivoting, which refers to LU decomposition with row permutations only: PA=LU

QR

Compute the qr factorization of a matrix

SVD

Singular Value Decomposition