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Matrix Factorization

Undergraduate

Definition

Matrix factorization expresses a matrix as product of simpler matrices. Used for solving systems, eigenvalue computation, and data compression.

Formulas

A = LU

LU decomposition (lower × upper triangular)

A = QR

QR decomposition (orthogonal × upper triangular)

A = UΣ Vᵀ

Singular Value Decomposition (SVD)

A = LDLᵀ

Cholesky decomposition (symmetric positive definite)

Examples

Example 1

Explain how to solve Ax = b using LU decomposition.

Applications

Numerical Linear Algebra

Solving linear systems

Machine Learning

Dimensionality reduction, recommender systems

Image Processing

Compression, denoising

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