2: Decompositions (non-orthogonal)
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26 MATLAB functions:
For general matrix:
A = P*L*U*Q, A = P*L*D*U*Q.
For square matrix:
A = P*L*D*L'*P',
A = L*L', (A positive definite),
A = A = P*L*T*L'*P', A = P*L*B*L'*P',
A = L*L' - E, (E small perturbation of A),
A = L*H*Li, A = G*T*Gi.
[A,B] = G*[T,J]*Gi.
For general matrix:
A = P*L*U*Q, A = P*L*D*U*Q.
For square matrix:
A = P*L*D*L'*P',
A = L*L', (A positive definite),
A = A = P*L*T*L'*P', A = P*L*B*L'*P',
A = L*L' - E, (E small perturbation of A),
A = L*H*Li, A = G*T*Gi.
[A,B] = G*[T,J]*Gi.