Matrix Factorizations via the Inverse Function Theorem
classification
🧮 math.CA
keywords
factorizationfactorizationsfunctioninversematrixtheoremanalyticcholesky
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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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