matlab可以实现矩阵分解吗,用MATLAB实现矩阵分解

MATLAB求解线性方程的过程基于三种分解法则：

(１)Cholesky分解，针对对称正定矩阵；

(２)高斯消元法，  针对一般矩阵；

(３)正交化，      针对一般矩阵(行数≠列数)

这三种分解运算分别由chol, lu和 qr三个函数来分解.

1． Cholesky分解(Cholesky Decomposition)

仅适用于对称和上三角矩阵

例：cholesky分解。

a=pascal(6)

b=chol(a)

a =

1     1     1     1     1     1

1     2     3     4     5     6

1     3     6    10    15    21

1     4    10    20    35    56

1     5    15    35    70   126

1     6    21    56   126   252

b =

1     1     1     1     1     1

0     1     2     3     4     5

0     0     1     3     6    10

0     0     0     1     4    10

0     0     0     0     1     5

0     0     0     0     0     1

CHOL   Cholesky factorization.

CHOL(X) uses only the diagonal and upper triangle of X. The lower triangular is assumed to be the (complex conjugate) transpose of the upper.  If X is positive definite, then R = CHOL(X) produces an upper triangular R so that R'*R = X. If X is not positive definite, an error message is printed.

[R,p] = CHOL(X), with two output arguments, never produces an

error message.  If X is positive definite, then p is 0 and R is the same as above.   But if X is not positive definite, then p is a positive integer.

When X is full, R is an upper triangular matrix of order q = p-1

so that R'*R = X(1:q,1:q). When X is sparse, R is an upper triangular matrix of size q-by-n so that the L-shaped region of the first q rows and first q columns of R'*R agree with those of X.

2． LU分解(LU factorization).

用lu函数完成LU分解，将矩阵分解为上、下两个三角阵，其调用格式为：

[l,u]=lu(a)  l代表下三角阵，u代表上三角阵。

例：

LU分解。

a=[47  24  22; 11  44  0;30  38  41]

[l,u]=lu(a)

a =

47    24    22

11    44     0

30    38    41

l =

1.0000         0         0

0.2340    1.0000         0

0.6383    0.5909    1.0000

u =

47.0000   24.0000   22.0000

0   38.3830   -5.1489

0         0   30.0000

LU     LU factorization.

[L,U] = LU(X) stores an upper triangular matrix in U and a "psychologically lower triangular matrix" (i.e. a product of lower triangular and permutation matrices) in L, so that X = L*U. X can be rectangular.

[L,U,P] = LU(X) returns unit lower triangular matrix L, upper triangular matrix U, and permutation matrix P so that  P*X = L*U.

3． QR分解(Orthogonal-triangular decomposition).

函数调用格式：[q,r]=qr(a), q代表正规正交矩阵，r代表三角形矩阵。原始阵a不必一定是方阵。如果矩阵a是m×n阶的，则矩阵q是m×m阶的，矩阵r是m×n阶的。

例：QR分解.

A=[22  46  20  20; 30  36  46  44;39  8  45  2];

[q,r]=qr(A)

q =

-0.4082   -0.7209   -0.5601

-0.5566   -0.2898    0.7786

-0.7236    0.6296   -0.2829

r =

-53.8981  -44.6027  -66.3289  -34.1014

0  -38.5564    0.5823  -25.9097

0         0   11.8800   22.4896

QR     Orthogonal-triangular decomposition.

[Q,R] = QR(A) produces an upper triangular matrix R of the same

dimension as A and a unitary matrix Q so that A = Q*R.

[Q,R,E] = QR(A) produces a permutation matrix E, an upper

triangular R and a unitary Q so that A*E = Q*R.  The column

permutation E is chosen so that abs(diag(R)) is decreasing.

[Q,R] = QR(A,0) produces the "economy size" decomposition. If A is m-by-n with m > n, then only the first n columns of Q are computed.

4. 特征值与特征矢量(Eigenvalues and eigenvectors).

MATLAB中使用函数eig计算特征值和 特征矢量，有两种调用方法：

*e=eig(a), 其中e是包含特征值的矢量；

*[v,d]=eig(a), 其中v是一个与a相同的n×n阶矩阵，它的每一列是矩阵a的一个特征值所对应的特征矢量，d为对角阵，其对角元素即为矩阵a的特征值。

例：计算特征值和特征矢量。

a=[34  25  15; 18  35  9; 41  21  9]

e=eig(a)

[v,d]=eig(a)

a =

34    25    15

18    35     9

41    21     9

e =

68.5066

15.5122

-6.0187

v =

-0.6227   -0.4409   -0.3105

-0.4969    0.6786   -0.0717

-0.6044   -0.5875    0.9479

d =

68.5066         0         0

0   15.5122         0

0         0   -6.0187

EIG    Eigenvalues and eigenvectors.

E = EIG(X) is a vector containing the eigenvalues of a square matrix X.

[V,D] = EIG(X) produces a diagonal matrix D of eigenvalues and a full matrix V whose columns are the corresponding eigenvectors so that X*V = V*D.

[V,D] = EIG(X,'nobalance') performs the computation with balancing

disabled, which sometimes gives more accurate results for certain

problems with unusual scaling. If X is symmetric, EIG(X,'nobalance')

is ignored since X is already balanced.

5. 奇异值分解.( Singular value decomposition).

如存在两个矢量u,v及一常数c,使得矩阵A满足：Av=cu,  A’u=cv

称c为奇异值，称u,v为奇异矢量。

将奇异值写成对角方阵∑，而相对应的奇异矢量作为列矢量则可写成两个正交矩阵U，V， 使得： AV=U∑， A‘U=V∑  因为U，V正交，所以可得奇异值表达式：

A=U∑V’。

一个m行n列的矩阵A经奇异值分解，可求得m行m列的U, m行n列的矩阵∑和n行n列的矩阵V.。

奇异值分解用svd函数实现，调用格式为；

[u,s,v]=svd(a)

SVD    Singular value decomposition.

[U,S,V] = SVD(X) produces a diagonal matrix S, of the same dimension as X and with nonnegative diagonal elements in decreasing order, and unitary matrices U and V so that X = U*S*V'.

S = SVD(X) returns a vector containing the singular values.

[U,S,V] = SVD(X,0) produces the "economy size" decomposition. If X is m-by-n with m > n, then only the first n columns of U are computed and S is n-by-n.

例： 奇异值分解。

a=[8  5; 7  3;4  6];

[u,s,v]=svd(a)             % s为奇异值对角方阵

u =

-0.6841   -0.1826   -0.7061

-0.5407   -0.5228    0.6591

-0.4895    0.8327    0.2589

s =

13.7649         0

0    3.0865

0         0

v =

-0.8148   -0.5797

-0.5797    0.8148