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Re: decompose a matrix

  • To: mathgroup at smc.vnet.net
  • Subject: [mg59337] Re: [mg59301] decompose a matrix
  • From: Murray Eisenberg <murray at math.umass.edu>
  • Date: Sat, 6 Aug 2005 01:29:26 -0400 (EDT)
  • Organization: Mathematics & Statistics, Univ. of Mass./Amherst
  • References: <200508050521.BAA13430@smc.vnet.net>
  • Reply-to: murray at math.umass.edu
  • Sender: owner-wri-mathgroup at wolfram.com

ARe you sure that's what you want to do?  The usual thing for a 
symmetric matrix M is to diagonalize it as M == P . D . Transpose[P] 
where P is an orthogonal matrix and D is diagonal.


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.

-- 
Murray Eisenberg                     murray at math.umass.edu
Mathematics & Statistics Dept.
Lederle Graduate Research Tower      phone 413 549-1020 (H)
University of Massachusetts                413 545-2859 (W)
710 North Pleasant Street            fax   413 545-1801
Amherst, MA 01003-9305


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