4-5. Matrix Decomposition

MATLAB provides commands that allow you to decompose matrices as a product of special matrices in a number of different ways.

We have already seen how the command [U,S,V] = Svd(A)  returns a diagonal matrix S of singular values of A (ordered in decreasing order of magnitude), and orthogonal matrices U and V such that = U * S * V'.

We have also seen that you can get the Jordan decomposition of a square matrix A via the command [V,J] = jordan(A), which returns the canonical Jordan form J of A with the eigenvalues of A on its diagonal, and where the columns of V are the eigenvectors of A, so that V-1 * A * V = J.

On the other hand, we have also seen that you can obtain the Schur decomposition of a square matrix A via the ...

Get MATLAB Symbolic Algebra and Calculus Tools now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.