Lecture7MatrixFactorization课程.pptVIP

* Lecture 7: Matrix Factorization MATRIX ANALYSIS @ HITSZ TIME: Autumn 2010 INSTRUCTOR: You-Hua Fan Reading assignment Section 3.5.1~3.5.5 (LU) Section 2.6.1~2.6.3 (QR) Section 7.3: (7), (8) (General Inverse, Least Square) This Lecture highlights a few of the many factorization theorems for matrices. Mainly includes PLU decomposition and QR factorization which results serve to simplify the solution to linear systems. Moreover generalized inverse is also introduced to invert a non-invertible matrix for a non-consistent system. In this lecture, without exception the underlying inner product