% m16_factorizations.m - tour of matrix factorizations A = magic(5) % magic square matrix sum(A,1) sum(A,2) [Q,R] = qr(A) % QR factorization Q*R - A [L,U,P] = lu(A) % LU factorization with pivoting P*A - L*U R = chol(A) % Cholesky factorization R = chol(A'*A) R'*R - A'*A eig(A) % eigenvalue decomposition [V,D] = eig(A) A*V - V*D eig(A+A') % orthogonal eigenvalue decomposition [Q,D] = eig(A+A') A+A' - Q*D*Q' eig(A) % Schur triangularization [Q,T] = schur(A) A - Q*T*Q' svd(A) % singular value decomposition (SVD) [U,S,V] = svd(A) A - U*S*V'