e***n
发帖数: 286 | 1 【 以下文字转载自 Computation 讨论区 】
发信人: erain (红花会大老板), 信区: Computation
标 题: 紧急求问: 是否可以将一个对称不定矩阵 A 分解为 A = B * B'
发信站: BBS 未名空间站 (Sat Apr 21 16:47:52 2007)
Urgent!
For any symmetric definite matrix, for sure we can factor it with Cholesky
method. How about symmetric indefinite matrix? I need factor such a matrix
A exactly into the product form
A = B * B'
where B' is the transpose of B and B is some n x n matrix ( not necessarily
to be triangular).
I know we can factor it with a LDLT method and fur |
m****n
发帖数: 45 | 2 no.
B*B' must be a nonnegative definite matrix
matrix
necessarily
【在 e***n 的大作中提到】
: 【 以下文字转载自 Computation 讨论区 】
: 发信人: erain (红花会大老板), 信区: Computation
: 标 题: 紧急求问: 是否可以将一个对称不定矩阵 A 分解为 A = B * B'
: 发信站: BBS 未名空间站 (Sat Apr 21 16:47:52 2007)
: Urgent!
: For any symmetric definite matrix, for sure we can factor it with Cholesky
: method. How about symmetric indefinite matrix? I need factor such a matrix
: A exactly into the product form
: A = B * B'
: where B' is the transpose of B and B is some n x n matrix ( not necessarily
|
D*******a
发帖数: 3688 | 3 如果不限定B是实数矩阵呢
【在 m****n 的大作中提到】
: no.
: B*B' must be a nonnegative definite matrix
:
: matrix
: necessarily
|
e***n
发帖数: 286 | 4 No, we don't consider complex matrix.
So far my conclusion is: only symmetric pasitive definite matrix A can be
factored into the product form
A = B * B'
【在 D*******a 的大作中提到】
: 如果不限定B是实数矩阵呢
|
D*******a
发帖数: 3688 | 5 关键是A特征值都要非负
【在 e***n 的大作中提到】
: No, we don't consider complex matrix.
: So far my conclusion is: only symmetric pasitive definite matrix A can be
: factored into the product form
: A = B * B'
|
