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Matrix (version 1.7-4)

MatrixFactorization-class: Virtual Class "MatrixFactorization" of Matrix Factorizations

Description

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.

Arguments

See Also

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.

Examples

Run this code
showClass("MatrixFactorization")

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