【資料名稱】：Matrix Decompositions

【資料作者】：Andrea S. Foulkes

【資料日期】：2007

【資料語言】：英文

【資料格式】：PDF

【資料目錄和簡(jiǎn)介】：

We consider 4 matrix decompositions relevant to linear modeling.
Both the spectral decomposition and the Cholesky decomposition
apply to n × n square matrices. The former requires the matrix be
symmetric while the later assumes the matrix is positive definite.
The QR factorization and the singular value decomposition (SVD)
apply more broadly to n × p matrices.
.Singular Value Decomposition
. Spectral Decomposition
. QR Decomposition
. Cholesky Decomposition