neverfly的专栏

原创 Matrix class preparation on Decomposition--(1)

特征值正交分解 A=PDP, where P=inverse(P), D is diagonal matrix of eigenvalues.特点： A^{n} = PD^{n}P;  e^{A}=Pe^{D}PQR分解 A=QR, where R is an upper triangular matrix and Q is an orthogonal matrix. QR 分解常用于