matlab 中的矩阵分解(国外英语资料).docVIP

matlab 中的矩阵分解(国外英语资料) Matrix factorization in MATLAB Matrix decomposition is the product of decomposing a matrix into several matrices according to certain principles. Common matrix decompositions include LU decomposition (triangular decomposition), QR decomposition (orthogonal transformation), Cholesky decomposition, and Schur decomposition, Hessenberg decomposition, singular decomposition, and so on. (1) LU decomposition (triangular decomposition) The LU decomposition of a matrix means that a matrix is expressed as a product of a commutative lower triangular matrix and an upper triangular matrix. Linear algebra has proved that LU decomposition can always be carried out as long as the square A is nonsingular (if the order is not equal to 0). MATLAB provides the Lu function for LU decomposition of the matrix, the call format for: [L, U]=lu (X): produces an upper triangular array U and a transform form of lower triangular array L (row exchange) to satisfy X=LU. Note that the matrix X here must be square. [L, U, P]=lu (X): produces an upper triangular array U and a lower triangular matrix L, and a permutation matrix P, which satisfies PX=LU. Of course, the matrix X must also be square. (a P is a m * n (0,1) matrix, such as m and P*P n =E, said P is a permutation matrix M * n.) After the LU decomposition, the solution of the linear equations Ax=b (L\b) or x=U\ (L\Pb), which can greatly improve the speed of operation x=U\. Example 7-2 decomposes the system of linear equations in example 7-1 by LU decomposition. The commands are as follows: A=[2,1, -5,1; 1; -5,0,7; 0,2,1; -1; 1,6; -1; -4]; B=[13, -9,6,0]; [L, U]=lu (A); X=U\ (L\b) Or using LU decomposition of the second formats, as follows: [L, U, P]=lu (A); X=U\ (L\P*b) (2) QR decomposition (orthogonal transformation) QR decomposition of the matrix X, is the decomposition of X into an orthogonal matrix Q and an upper triangular matrix R product form. QR decomposition can only be carried out by the opponents array. MATL