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Matrix Factorizations via the Inverse Function Theorem

Authors :
Lee, Paul W. Y.
Publication Year :
2014

Abstract

We give proofs of QR factorization, Cholesky's factorization, and LDU factorization using the inverse function theorem. As a consequence, we obtain analytic dependence of these matrix factorizations which does not follow immediately using Gaussian elimination.<br />Comment: 6 pages

Subjects

Subjects :
Mathematics - Classical Analysis and ODEs

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1408.2611
Document Type :
Working Paper

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