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Re: decompose a matrix

  • To: mathgroup at smc.vnet.net
  • Subject: [mg59334] Re: [mg59301] decompose a matrix
  • From: Andrzej Kozlowski <akoz at mimuw.edu.pl>
  • Date: Sat, 6 Aug 2005 01:29:24 -0400 (EDT)
  • References: <200508050521.BAA13430@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

On 5 Aug 2005, at 07:21, Tun Myint Aung wrote:

>
> Dear Mathgroup,
>
>     I would like to decompose a matrix in to the form M ==
> L*D*Transpose[L] where M is the symmetric matrix, L is the lower
> triangular matrix and D is the diagonal matrix.
>
> Best Regards,
>
> Tun Myint Aung
> Graduate Student
> National University of Singapore
> E1A #02-18
> E-mail g0202015 at nus.edu.sg <mailto:g0202015 at nus.edu.sg>
>
>
>
Are you sure you have stated your problem correctly? It is easy to do  
so with L an orthogonal matrix. But it is impossible to do this in  
general (for any symmetric M) with L a lower triangular matrix. A  
simple example:take M={{0,1},{1,0}}. It is easy to show that M can't  
be decomposed in the way you (seem to) want.

Perhaps I misunderstood your question?

Andrzej Kozlowski



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