Matrix Factorizations via the Inverse Function Theorem
Classical Analysis and ODEs
2014-08-13 v1
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.
Keywords
Cite
@article{arxiv.1408.2611,
title = {Matrix Factorizations via the Inverse Function Theorem},
author = {Paul W. Y. Lee},
journal= {arXiv preprint arXiv:1408.2611},
year = {2014}
}
Comments
6 pages