Linear Algebra
Decomposition
is a lower triangular matrix
is an upper triangular matrix
is an orthgonal matrix of size
is an upper triangular matrix of size
is an
matrix
is an
matrix
is the rank of
is a nonnegative diagonal matrix
and
are unitary matrices
is the conjugate transpose of
(transpose if
contains reals only)
is a diagonal matrix formed from the eigenvalues of
The columns of
are the eigenvectors of