MatrixFactorization
is the virtual class of
factorizations of \(m \times n\) matrices \(A\),
having the general form
$$P_{1} A P_{2} = A_{1} \cdots A_{p}$$
or (equivalently)
$$A = P_{1}' A_{1} \cdots A_{p} P_{2}'$$
where \(P_{1}\) and \(P_{2}\) are permutation matrices.
Factorizations requiring symmetric \(A\) have the constraint
\(P_{2} = P_{1}'\), and factorizations without row
or column pivoting have the constraints
\(P_{1} = I_{m}\) and \(P_{2} = I_{n}\),
where \(I_{m}\) and \(I_{n}\) are the
\(m \times m\) and \(n \times n\) identity matrices.
CholeskyFactorization
, BunchKaufmanFactorization
,
SchurFactorization
, LU
, and QR
are the virtual
subclasses of MatrixFactorization
containing all Cholesky,
Bunch-Kaufman, Schur, LU, and QR factorizations, respectively.
Classes extending CholeskyFactorization
, namely
Cholesky
, pCholesky
,
and CHMfactor
.
Classes extending BunchKaufmanFactorization
, namely
BunchKaufman
and pBunchKaufman
.
Classes extending SchurFactorization
, namely
Schur
.
Classes extending LU
, namely
denseLU
and sparseLU
.
Classes extending QR
, namely sparseQR
.
Generic functions Cholesky
, BunchKaufman
,
Schur
, lu
, and qr
for
computing factorizations.
Generic functions expand1
and expand2
for constructing matrix factors from MatrixFactorization
objects.
showClass("MatrixFactorization")
Run the code above in your browser using DataLab