Matrix decompositions

There are a lot of different matrix decompositions and they can be used to fulfil several tasks. We are going to look into the eigendecomposition as well as the singular value decomposition. Both of these can, for example, be used for image compression and pattern recognition.

For notation we are following again Golub and Van Loan (2013), which has plenty more to offer than we cover in these notes.

Golub, Gene H., and Charles F. Van Loan. 2013. Matrix Computations. 4th ed. Johns Hopkins Studies in the Mathematical Sciences.