Matrix Factorizations via the Inverse Function Theorem

Paul W. Y. Lee

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arXiv · 1408.2611

Matrix Factorizations via the Inverse Function Theorem

Paul W. Y. Lee

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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.

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BibTeX RIS

Paul W. Y. Lee. 2014-08-12. Matrix Factorizations via the Inverse Function Theorem. https://arxiv.org/abs/1408.2611

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